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Conditional Performance Measur...
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Investmentfonds
CAPM
63
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57
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38
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38
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Ferson, Wayne E.
19
Lin, Jerchern
5
Wang, Junbo L.
4
Christopherson, Jon A.
2
Glassman, Debra A.
2
Henry, Tyler
1
Khang, Kenneth
1
Kisgen, Darren
1
Miller, Thomas W.
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Investment performance measurement : evaluating and presenting results
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The journal of finance : the journal of the American Finance Association
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International Journal of Portfolio Analysis and Management
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Mutual fund performance components : an application to asset allocation mutual funds
Khang, Kenneth
;
Miller, Thomas W.
- In:
Applied economics
54
(
2022
)
25
,
pp. 2933-2948
Persistent link: https://www.econbiz.de/10013171143
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2
The factor structure of mutual fund flows
Ferson, Wayne E.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
2
,
pp. 112-143
Persistent link: https://www.econbiz.de/10009765947
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3
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/10000613958
Saved in:
4
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
Saved in:
5
Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.
;
Mo, Haitao
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
Saved in:
6
Conditional performance evaluation, revisited
Ferson, Wayne E.
;
Qian, Meijun
- In:
Investment performance measurement : evaluating and …
,
(pp. 521-590)
.
2009
Persistent link: https://www.econbiz.de/10003839848
Saved in:
7
Evaluating fund performance in a dynamic market
Ferson, Wayne E.
;
Warther, Vincent A.
- In:
Investment performance measurement : evaluating and …
,
(pp. 785-797)
.
2009
Persistent link: https://www.econbiz.de/10003840015
Saved in:
8
Alpha and performance measurement : the effects of investor disagreement and heterogeneity
Ferson, Wayne E.
;
Lin, Jerchern
-
2013
Persistent link: https://www.econbiz.de/10010126665
Saved in:
9
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
Saved in:
10
Fixed income fund performance across economic states
Ferson, Wayne E.
;
Kisgen, Darren
;
Henry, Tyler
- In:
Research in finance
23
(
2006
),
pp. 1-62
Persistent link: https://www.econbiz.de/10003753429
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