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PERFORMANCE EVALUATION WITH STOCHASTIC DISCOUNT FACTORS
Famsworth, Heber; Ferson, Wayne E.; Jackson, David; … - 2002
Persistent link: https://www.econbiz.de/10006975202
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CONDITIONAL MARKET TIMING WITH BENCHMARK INVESTORS
Becker, Connie; Ferson, Wayne; Myers, David; Schill, Michael - 1998
Persistent link: https://www.econbiz.de/10006993994
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CONDITIONAL PERFORMANCE MEASUREMENT USING PORTFOLIO WEIGHTS: EVIDENCE FOR PENSION FUNDS
Ferson, Wayne; Khang, Kenneth - 2002
Persistent link: https://www.econbiz.de/10006975208
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MEASURING THE TIMING ABILITY AND PERFORMANCE OF BOND MUTUAL FUNDS
Chen, Yong; Ferson, Wayne; Peters, Helen - 2009
Persistent link: https://www.econbiz.de/10008311543
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ASSET PRICING MODELS WITH CONDITIONAL BETAS AND ALPHAS: THE EFFECTS OF DATA SNOOPING AND SPURIOUS REGRESSION
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy - 2006
Persistent link: https://www.econbiz.de/10007384092
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TESTING PORTFOLIO EFFICIENCY WITH CONDITIONING INFORMATION
Ferson, Wayne E.; Siegel, Andrew F. - 2006
Persistent link: https://www.econbiz.de/10007256479
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FUNDAMENTAL DETERMINANTS OF NATIONAL EQUITY MARKET RETURNS: A PERSPECTIVE ON CONDITIONAL ASSET PRICING
Ferson, Wayne E.; Harvey, Campbell R. - 1996
Persistent link: https://www.econbiz.de/10007002292
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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/10007002520
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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/10007011075
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AN EXPLORATORY INVESTIGATION OF THE FUNDAMENTAL DETERMINANTS OF NATIONAL EQUITY MARKET RETURNS
Ferson, Wayne E.; Harvey, Campbell R. - 1993
Persistent link: https://www.econbiz.de/10007015484