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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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The "out-of-sample" performance of long run risk models
Ferson, Wayne E.; Nallareddy, Suresh; Xie, Biqin - In: Journal of financial economics 107 (2013) 3, pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
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The Rap on the RAPs
Ferson, Wayne E. - In: Review of asset pricing studies 3 (2013) 2, pp. 177-178
Persistent link: https://www.econbiz.de/10010249040
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Alpha and performance measurement : the effects of investor disaggrement and heterogeneity
Ferson, Wayne E.; Lin, Jerchern - In: The journal of finance : the journal of the American … 69 (2014) 4, pp. 1565-1596
Persistent link: https://www.econbiz.de/10010412331
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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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Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E. - In: Journal of financial economics 29 (1991) 2, pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
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Seasonality and heteroscedasticity in consumption-based asset pricing : an analysis of linear models
Ferson, Wayne E. - In: Research in finance 11 (1993), pp. 1-35
Persistent link: https://www.econbiz.de/10001159879
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Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E. - In: Journal of financial economics 36 (1994) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10001164452