Tests of multifactor pricing models, volatility bounds and portfolio performance

von Ferson, Wayne E.
Veröffentlicht in Handbook of the economics of finance ; Vol. 1B: Financial markets and asset pricing (2003)

Changes in expected security returns, risk, and the level of interest rates

von Ferson, Wayne E.
Veröffentlicht in The journal of finance (1989)

Market efficiency and forecasting

von Ferson, Wayne E.
Veröffentlicht in Forecasting expected returns in the financial markets (2007)

Investment performance : a review and synthesis

von Ferson, Wayne E.
Veröffentlicht in Handbook of the economics of finance ; Vol. 2B: Financial markets and asset pricing (2013)

Ruminations on investment performance measurement

von Ferson, Wayne E.
Veröffentlicht in European financial management (2013)

Investment performance evaluation

von Ferson, Wayne E.
Veröffentlicht in Annual review of financial economics (2010)

The factor structure of mutual fund flows

von Ferson, Wayne E.
Veröffentlicht in International Journal of Portfolio Analysis and Management (2012)

The Rap on the RAPs

von Ferson, Wayne E.
Veröffentlicht in Review of asset pricing studies (2013)

Expected real interest rates and consumption in efficient financial markets : theory and tests

von Ferson, Wayne Edward
Veröffentlicht 1982

Are the latent variables in time-varying expected returns compensation for consumption risk?

von Ferson, Wayne E.
Veröffentlicht in The journal of finance (1990)

Tests of multifactor pricing models, volatility bounds and portfolio performance

von Ferson, Wayne E.
Veröffentlicht 2003

Expected real interest rates and consumption in efficient financial markets : theory and tests

von Ferson, Wayne E.
Veröffentlicht 1982

Empirical asset pricing : models and methods

von Ferson, Wayne E.
Veröffentlicht 2019

Theory and empirical testing of asset pricing models

von Ferson, Wayne E.
Veröffentlicht in Finance (1995)

Habit persistence and durability in aggregate consumption : empirical tests

von Ferson, Wayne E.
Veröffentlicht 1991

Conditional performance evaluation, revisited

von Ferson, Wayne E.
Veröffentlicht in Investment performance measurement (2009)

Habit persistence and durability in aggregate consumption : empirical tests

von Ferson, Wayne E.
Veröffentlicht in Journal of financial economics (1991)

Alpha and performance measurement : the effects of investor disaggrement and heterogeneity

von Ferson, Wayne E.
Veröffentlicht in The journal of finance (2014)

Performance measurement with selectivity, market and volatility timing

von Ferson, Wayne E.
Veröffentlicht in Journal of financial economics (2016)

Conditional performance measurement using portfolio weights : evidence for pension funds

von Ferson, Wayne E.
Veröffentlicht 2002