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Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - 2002
Persistent link: https://www.econbiz.de/10001650667
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Conditional performance measurement using portfolio weights : evidence for pension funds
Ferson, Wayne E.; Khang, Kenneth - 2002
Persistent link: https://www.econbiz.de/10001650675
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Performance evaluation with stochastic discount factors
Farnsworth, Heber; Ferson, Wayne E.; Jackson, David; … - 2002
Persistent link: https://www.econbiz.de/10001650680
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Anomalies
Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823387
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Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo; Chen, Long; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823463
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The value spread as a predictor of returns
Liu, Naiping; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823542
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Weak and semi-strong form stock return predictability, revisited
Ferson, Wayne E.; Heuson, Andrea Jane; Su, Tie - 2004
Persistent link: https://www.econbiz.de/10002188346
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Weak and semi-strong form stock return predictability revisited
Ferson, Wayne E.; Heuson, Andrea Jane; Su, Tie - 2005
Persistent link: https://www.econbiz.de/10002527181
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Spurious regressions in financial economics?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - 2002
Persistent link: https://www.econbiz.de/10001695917
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Investment-based expected stock returns
Liu, Laura Xiaolei; Whited, Toni Marion; Zhang, Lu - 2009 - Rev.
Persistent link: https://www.econbiz.de/10003955505