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wayne e ferson

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Conditional performance evaluation, revisited

Wayne E. Ferson, Meijun Qian · Research Foundation of CFA Institute

90 sayfa · 2004

Mutual funds / Rate of return

Rate of returnWeak and semi-strong form stock return predictability, revisitedWayne E. Ferson

Weak and semi-strong form stock return predictability, revisited

Wayne E. Ferson · National Bureau of Economic Research

33 sayfa · 2004

Econometric models / Mathematical models / Portfolio management / Prices / Rate of return

PricesAsset pricing models with conditional betas and alphasWayne E. Ferson

Asset pricing models with conditional betas and alphas

Wayne E. Ferson · National Bureau of Economic Research

31 sayfa · 2006

Assets (Accounting) / Econometric models / Prices

Portfolio managementMimicking portfolios with conditioning informationWayne E. Ferson

Mimicking portfolios with conditioning information

Wayne E. Ferson · National Bureau of Economic Research

Sayfa sayısı yok · 2005

Capital assets pricing model / Mathematical models / Portfolio management

PricesTesting portfolio efficiency with conditioning informationWayne E. Ferson

Testing portfolio efficiency with conditioning information

Wayne E. Ferson · National Bureau of Economic Research

52 sayfa · 2006

Assets (Accounting) / Econometric models / Prices

Mathematical modelsTests of multifactor pricing models, volatility bounds and portfolio performanceWayne E. Ferson

Tests of multifactor pricing models, volatility bounds and portfolio performance

Wayne E. Ferson · National Bureau of Economic Research

94 sayfa · 2003

Investments / Mathematical models

Stock exchangesSources of risk and expected returns in global equity marketsWayne E. Ferson

Sources of risk and expected returns in global equity markets

Wayne E. Ferson · National Bureau of Economic Research

35 sayfa · 1994

Capital assets pricing model / Rate of return / Stock exchanges

Foreign exchange marketEconomic, financial, and fundamental global risk in and out of the EMUWayne E. Ferson

Economic, financial, and fundamental global risk in and out of the EMU

Wayne E. Ferson · National Bureau of Economic Research

26 sayfa · 1999

Capital assets pricing model / Euro / Foreign exchange market

Econometric modelsHabit persistence and durability in aggregate consumptionWayne E. Ferson

Habit persistence and durability in aggregate consumption

Wayne E. Ferson · National Bureau of Economic Research

44 sayfa · 1991

Consumer Durable goods / Consumers' preferences / Consumption (Economics) / Econometric models

Stock price forecastingSpurious regressions in financial economics?Wayne E. Ferson

Spurious regressions in financial economics?

Wayne E. Ferson · National Bureau of Economic Research

34 sayfa · 2002

Regression analysis / Stock price forecasting

Stochastic analysisStochastic discount factor bounds with conditioning informationWayne E. Ferson

Stochastic discount factor bounds with conditioning information

Wayne E. Ferson · National Bureau of Economic Research

46 sayfa · 2002

Econometric models / Rate of return / Stochastic analysis

StocksConditioning variables and the cross-section of stock returnsWayne E. Ferson

Conditioning variables and the cross-section of stock returns

Wayne E. Ferson · National Bureau of Economic Research

45 sayfa · 1999

Capital assets pricing model / Forecasting / Prices / Rate of return / Stocks

Rate of returnConditional performance measurement using portfolio weightsWayne E. Ferson

Conditional performance measurement using portfolio weights

Wayne E. Ferson · National Bureau of Economic Research

47 sayfa · 2002

Investment analysis / Investments / Pension trusts / Portfolio management / Rate of return

PricesFundamental determinants of national equity market returnsWayne E. Ferson

Fundamental determinants of national equity market returns

Wayne E. Ferson · National Bureau of Economic Research

44 sayfa · 1996

Econometric models / Forecasting / International economic relations / International finance / Prices

StocksAn exploratory investigation of the fundamental determinants of national equity market returnsWayne E. Ferson

An exploratory investigation of the fundamental determinants of national equity market returns

Wayne E. Ferson · National Bureau of Economic Research

35 sayfa · 1993

International economic relations / International finance / Mathematical models / Prices / Stocks