//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Ferson, Wayne E."
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"United Kingdom"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"USA"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
United Kingdom
USA
42
United States
42
Theorie
21
Theory
21
Kapitaleinkommen
20
CAPM
18
Estimation
9
Schätzung
9
Börsenkurs
8
Share price
8
Forecasting model
7
Prognoseverfahren
7
Portfolio selection
6
Portfolio-Management
6
Financial analysis
4
Finanzanalyse
4
Structural break
4
Strukturbruch
4
Time series analysis
4
Zeitreihenanalyse
4
Bond market
3
Discounting
3
Diskontierung
3
Rentenmarkt
3
1959-1986
2
1963-1994
2
Aktienfonds
2
Anlageverhalten
2
Behavioural finance
2
Bond fund
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Dividend
2
Dividende
2
Equity fund
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Incomplete information
2
more ...
less ...
Type of publication
All
Article
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Language
All
English
Author
All
Ferson, Wayne E.
Timmermann, Allan
Gupta, Rangan
42
Wohar, Mark E.
22
Gil-Alaña, Luis A.
19
Kanas, Angelos
17
Broadberry, Stephen N.
16
Campbell, John Y.
16
Peel, David
16
Titman, Sheridan
16
Banks, James
15
Poterba, James M.
15
Blundell, Richard W.
14
Hamori, Shigeyuki
14
Lakonishok, Josef
14
O'Mahony, Mary
14
Sarno, Lucio
14
Smith, James P.
14
Bekaert, Geert
13
Caporale, Guglielmo Maria
13
Balcilar, Mehmet
12
Bali, Turan G.
12
Jegadeesh, Narasimhan
12
Jensen, Gerald R.
12
Taylor, Mark P.
12
Ang, Andrew
11
Apergēs, Nikolaos
11
Bordo, Michael D.
11
Chordia, Tarun
11
Guo, Hui
11
Lee, Bong-soo
11
MacDonald, Ronald
11
Nguyen, Duc Khuong
11
Siklos, Pierre L.
11
Faff, Robert W.
10
Fama, Eugene F.
10
French, Kenneth Ronald
10
Madura, Jeff
10
Schaub, Mark
10
Sirmans, Clemon F.
10
Webb, James R.
10
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
4
The journal of business : B
2
Financial analysts' journal : FAJ
1
Forecasting volatility in the financial markets
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of political economy
1
Research in finance
1
The quarterly journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
2
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
3
Elusive return predictability
Timmermann, Allan
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003661140
Saved in:
4
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
5
An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
6
Can mutual fund "stars" really pick stocks? : new evidence from a bootstrap analysis
Kosowski, Robert L.
;
Timmermann, Allan
;
Wermers, Russ
; …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2551-2596
Persistent link: https://www.econbiz.de/10003398481
Saved in:
7
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 567-595
Persistent link: https://www.econbiz.de/10001764239
Saved in:
8
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Saved in:
9
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
- In:
The journal of business : B
75
(
2002
)
3
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001682443
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->