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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
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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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
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Investment-based expected stock returns
Liu, Laura Xiaolei; Whited, Toni Marion; Zhang, Lu - In: Journal of political economy 117 (2009) 6, pp. 1105-1139
Persistent link: https://www.econbiz.de/10003936687
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Is the value spread a useful predictor of returns?
Liu, Naiping; Zhang, Lu - In: Journal of financial markets 11 (2008) 3, pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
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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
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Measuring fund strategy and performance in changing economic conditions
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 425-461
Persistent link: https://www.econbiz.de/10001205910
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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
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The variation of economic risk premiums
Ferson, Wayne E. - In: Journal of political economy 99 (1991) 2, pp. 385-415
Persistent link: https://www.econbiz.de/10001105908
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Sources of predictability in portfolio returns
Ferson, Wayne E. - In: Financial analysts' journal : FAJ 47 (1991) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10001108461