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On non-ergodic asset prices
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Ferson, Wayne E.
Zenou, Yves
114
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84
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82
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71
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66
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58
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58
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54
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53
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50
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48
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46
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44
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43
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41
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41
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39
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38
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37
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ECONIS (ZBW)
64
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Time nonseparability in aggregate consumption : international evidence
Braun, Phillip A.
;
Kōnstantinidēs, Giōrgos
;
Ferson, …
-
1992
Persistent link: https://www.econbiz.de/10000840102
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2
Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E.
;
Kōnstantinidēs, Giōrgos
-
1991
Persistent link: https://www.econbiz.de/10000810945
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3
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881184
Saved in:
4
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/10000617696
Saved in:
5
Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.
;
Sarkissian, Sergei
;
Simin, Timothy T.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 331-354
Persistent link: https://www.econbiz.de/10003729126
Saved in:
6
Tests of asset pricing with time-varying expected risk premiums and market betas
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
2
,
pp. 201-220
Persistent link: https://www.econbiz.de/10001047791
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Mimicking portfolios with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
;
Xu, Pisun
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
3
,
pp. 607-636
Persistent link: https://www.econbiz.de/10003374650
Saved in:
10
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
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