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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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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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Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2008
Persistent link: https://www.econbiz.de/10003793423
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Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi; Gao, Pengjie; Jagannathan, Ravi - 2007
Persistent link: https://www.econbiz.de/10003606472
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Coordinated noise trading : evidence from pension fund reallocations
Da, Zhi; Larrain, Borja; Sialm, Clemens; Tessada, José A. - 2016
Persistent link: https://www.econbiz.de/10011474671
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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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The "out of sample" performance of long-run risk models
Ferson, Wayne E.; Nallareddy, Suresh K.; Xie, Biqin - 2012
Persistent link: https://www.econbiz.de/10009516812
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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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Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - 1999
Persistent link: https://www.econbiz.de/10001375822
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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