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Performance evaluation with st...
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Ferson, Wayne E.
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54
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Harvey, Campbell R.
44
Siegel, Andrew F.
30
Farnsworth, Heber
29
Sarkissian, Sergei
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Su, Tie
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Lin, Jerchern
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21
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/10000884554
Saved in:
22
Time nonseparability in aggregate consumption : international evidence
Braun, Phillip A.
;
Kōnstantinidēs, Giōrgos
;
Ferson, …
-
1992
Persistent link: https://www.econbiz.de/10000840102
Saved in:
23
Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E.
;
Kōnstantinidēs, Giōrgos
-
1991
Persistent link: https://www.econbiz.de/10000810945
Saved in:
24
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:
25
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:
26
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:
27
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
Saved in:
28
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:
29
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:
30
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:
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