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Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
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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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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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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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Asset Pricing, John H. Cochrane. Princeton, NJ: Princeton University Press, 2001. 530 pp. ISBN 0-691-07498-4
Ferson, Wayne - In: The review of financial studies 15 (2013) 1, pp. 349-348
Persistent link: https://www.econbiz.de/10010114322
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Evaluating Government Bond Fund Performance with Stochastic Discount Factors
Ferson, Wayne; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2013) 2, pp. 423-422
Persistent link: https://www.econbiz.de/10010114536
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Book Review - Asset Pricing
Cochrane, John H.; Ferson, Wayne - In: The review of financial studies 15 (2002) 1, pp. 349
Persistent link: https://www.econbiz.de/10007039850
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Evaluating Government Bond Fund Performance with Stochastic Discount Factors
Ferson, Wayne; Henry, Tyler R.; Kisgen, Darren J. - In: The review of financial studies 19 (2006) 2, pp. 423-456
Persistent link: https://www.econbiz.de/10007019758