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Mimicking Portfolios with Conditioning Information
Ferson, Wayne; 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/10007292922
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Performance Evaluation with Stochastic Discount Factors
Farnsworth, Heber; Ferson, Wayne; Jackson, David; Todd, … - In: The journal of business : B 75 (2002) 3, pp. 473-504
Persistent link: https://www.econbiz.de/10006033955
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Economic, financial, and fundamental global risk inside and outside the EMU
Ferson, Wayne; Harvey, Campbell - In: Swedish economic policy review 6 (1999) 1, pp. 123-184
Persistent link: https://www.econbiz.de/10006095568
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Economic, financial, and fundamental global risk inside and outside the EMU
Ferson, Wayne; Harvey, Campbell - In: Swedish economic policy review 6 (1999) 1, pp. 123-184
Persistent link: https://www.econbiz.de/10006095883
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Economic, financial, and fundamental global risk inside and outside the EMU
Ferson, Wayne; Harvey, Campbell - In: Swedish economic policy review 6 (1999) 1, pp. 123-184
Persistent link: https://www.econbiz.de/10006096009
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Conditional performance measurement using portfolio weights: evidence for pension funds
Ferson, Wayne; Khang, Kenneth - In: Journal of financial economics 65 (2002) 2, pp. 249-282
Persistent link: https://www.econbiz.de/10006508784
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Conditional market timing with benchmark investors
Becker, Connie; Ferson, Wayne; Myers, David H.; Schill, … - In: Journal of financial economics 52 (1999) 1, pp. 119
Persistent link: https://www.econbiz.de/10006519361
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The “out-of-sample” performance of long run risk models
Ferson, Wayne; Nallareddy, Suresh; Xie, Biqin - In: Journal of financial economics 107 (2013) 3, pp. 537-556
Persistent link: https://www.econbiz.de/10010087684
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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