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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
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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
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Economic, financial, and fundamental global risk inside and outside the EMU
Ferson, Wayne E.; Harvey, Campbell R. - In: Swedish economic policy review 6 (1999) 1, pp. 123-184
Persistent link: https://www.econbiz.de/10001403943
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Economic, financial, and fundamental global risk in and out of the EMU
Ferson, Wayne E.; Harvey, Campbell R. - 1999
Persistent link: https://www.econbiz.de/10001370322
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Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - 1999
Persistent link: https://www.econbiz.de/10001375822
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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Econometric evaluation of asset pricing models
Ferson, Wayne E. - 1996
Persistent link: https://www.econbiz.de/10001320275
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General tests of latent variable models and mean-variance spanning
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
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Seasonality and consumption-based asset pricing
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
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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