Search Results - Ferson, Wayne E. 1951-

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  1. 1
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    Tests of multifactor pricing models, volatility bounds and portfolio performance
    by Ferson, Wayne E. 1951-

    Published 2003
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  2. 2
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    Spurious regressions in financial economics?
    by Ferson, Wayne E. 1951-, Sarkissian, Sergei, Simin, Timothy T.

    Published 2002
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  3. 3
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    Weak and semi-strong form stock return predictability revisited
    by Ferson, Wayne E. 1951-, Heuson, Andrea Jane 1955-, Su, Tie 1968-

    Published 2005
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  4. 4
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    Conditional performance measurement using portfolio weights: evidence for pension funds
    by Ferson, Wayne E. 1951-, Khang, Kenneth

    Published 2002
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  5. 5
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    Mimicking portfolios with conditioning information
    by Ferson, Wayne E. 1951-, Siegel, Andrew F. 1950-, Xu, Pisun

    Published 2005
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  6. 6
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    Weak and semi-strong form stock return predictability, revisited
    by Ferson, Wayne E. 1951-, Heuson, Andrea Jane 1955-, Su, Tie 1968-

    Published 2004
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  7. 7
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    Stochastic discount factor bounds with conditioning information
    by Ferson, Wayne E. 1951-, Siegel, Andrew F. 1950-

    Published 2002
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  8. 8
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    Habit persistence and durability in aggregate consumption: empirical tests
    by Ferson, Wayne E. 1951-, Kōnstantinidēs, Giōrgos 1947-

    Published 1991
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  9. 9
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    Testing portfolio efficiency with conditioning information
    by Ferson, Wayne E. 1951-, Siegel, Andrew F. 1950-

    Published 2006
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  10. 10
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    Portfolio performance measurement and benchmarking
    by Christopherson, Jon A., Cariño, David R., Ferson, Wayne E. 1951-

    Published 2009
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  11. 11
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    Portfolio performance evaluation
    by Aragon, George O., Ferson, Wayne E. 1951-

    Published 2008
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  12. 12
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    Asset pricing models with conditional betas and alphas: the effects of data snooping and spurious regression
    by Ferson, Wayne E. 1951-, Sarkissian, Sergei, Simin, Timothy T.

    Published 2006
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  13. 13
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    Empirical asset pricing: models and methods
    by Ferson, Wayne E. 1951-

    Published 2019
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  14. 14
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    Time nonseparability in aggregate consumption: international evidence
    by Braun, Philip A., Kōnstantinidēs, Giōrgos 1947-, Ferson, Wayne E. 1951-

    Published 1992
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