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Alpha and performance measurement : the effects of investor disagreement and heterogeneity
Ferson, Wayne E.; Lin, Jerchern - 2013
Persistent link: https://www.econbiz.de/10010126665
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Sources of risk and expected returns in global equity markets
Ferson, Wayne E.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881184
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Conditioning manager alphas on economic information : another look at the persistence of performance
Christopherson, Jon A.; Ferson, Wayne E.; Glassman, Debra A. - 1996
Persistent link: https://www.econbiz.de/10000613958
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Testing portfolio efficiency with conditioning information
Ferson, Wayne E.; Siegel, Andrew F. - 2006
Persistent link: https://www.econbiz.de/10003302411
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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