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~language:"eng"
~person:"Ferson, Wayne E."
~subject:"Capital income"
~subject:"United Kingdom"
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Capital income
United Kingdom
USA
32
United States
32
Theorie
21
Theory
21
CAPM
19
Kapitaleinkommen
17
Portfolio selection
10
Portfolio-Management
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5
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Discounting
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Ferson, Wayne E.
Gupta, Rangan
60
Caporale, Guglielmo Maria
51
Smith, James P.
48
Banks, James
44
Campbell, John Y.
43
Gil-Alaña, Luis A.
40
Blundell, Richard W.
38
Diebold, Francis X.
33
Poterba, James M.
33
Blanchflower, David G.
27
Wohar, Mark E.
27
Ang, Andrew
25
Warnock, Francis E.
25
Bekaert, Geert
24
Broadberry, Stephen N.
24
Sarno, Lucio
24
Bollerslev, Tim
23
Bordo, Michael D.
23
McGrattan, Ellen R.
23
Prescott, Edward C.
23
Siklos, Pierre L.
23
Bloom, Nicholas
22
Guo, Hui
22
Taylor, Mark P.
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
Miller, Stephen M.
20
Peel, David
20
Hodrick, Robert J.
19
Ludvigson, Sydney C.
19
McAleer, Michael
19
Nelson, Edward
19
Timmermann, Allan
19
Goetzmann, William N.
18
Griffith, Rachel
18
Guidolin, Massimo
18
Hoesli, Martin
18
O'Rourke, Kevin Hjortshøj
18
Taylor, Alan M.
18
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Working paper / National Bureau of Economic Research, Inc.
6
The review of financial studies
3
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Journal of political economy
1
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ECONIS (ZBW)
17
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1
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
2
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2002
Persistent link: https://www.econbiz.de/10001650667
Saved in:
3
Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.
;
Khang, Kenneth
-
2002
Persistent link: https://www.econbiz.de/10001650675
Saved in:
4
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
-
2002
Persistent link: https://www.econbiz.de/10001650680
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001375822
Saved in:
10
Conditioning manager alphas on economic information : another look at the persistence of performance
Christopherson, Jon A.
- In:
The review of financial studies
11
(
1998
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10001239331
Saved in:
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