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~isPartOf:"Journal of financial economics"
~person:"Ferson, Wayne E."
~person:"Langlois, Hugues"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Volatility"
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Ferson, Wayne E.
Langlois, Hugues
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Journal of financial economics
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1
What matters in a characteristic?
Langlois, Hugues
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 52-72
Persistent link: https://www.econbiz.de/10014331809
Saved in:
2
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
3
Measuring skewness premia
Langlois, Hugues
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 399-424
Persistent link: https://www.econbiz.de/10012543092
Saved in:
4
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
5
The "out-of-sample" performance of long run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh
;
Xie, Biqin
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
Saved in:
6
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
- In:
Journal of financial economics
65
(
2002
)
2
,
pp. 249-282
Persistent link: https://www.econbiz.de/10001693006
Saved in:
7
Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
Saved in:
8
Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E.
- In:
Journal of financial economics
29
(
1991
)
2
,
pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
Saved in:
9
Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
Ferson, Wayne E.
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10001020461
Saved in:
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