Wayne E. Ferson · 15 obras en el catálogoObrasAAn exploratory investigation of the fundamental determinantsAn exploratory investigation of the fundamental determinants of national equity market returnsAAsset pricing models with conditional betas and alphasAsset pricing models with conditional betas and alphasConditional performance evaluation, revisitedCConditional performance measurement using portfolio weightsConditional performance measurement using portfolio weightsCConditioning variables and the cross-section of stock returnConditioning variables and the cross-section of stock returnsEEconomic, financial, and fundamental global risk in and out Economic, financial, and fundamental global risk in and out of the EMUFFundamental determinants of national equity market returnsFundamental determinants of national equity market returnsHHabit persistence and durability in aggregate consumptionHabit persistence and durability in aggregate consumptionMMimicking portfolios with conditioning informationMimicking portfolios with conditioning informationSSources of risk and expected returns in global equity marketSources of risk and expected returns in global equity marketsSSpurious regressions in financial economics?Spurious regressions in financial economics?SStochastic discount factor bounds with conditioning informatStochastic discount factor bounds with conditioning informationTTesting portfolio efficiency with conditioning informationTesting portfolio efficiency with conditioning informationTTests of multifactor pricing models, volatility bounds and pTests of multifactor pricing models, volatility bounds and portfolio performanceWWeak and semi-strong form stock return predictability, revisWeak and semi-strong form stock return predictability, revisited
AAn exploratory investigation of the fundamental determinantsAn exploratory investigation of the fundamental determinants of national equity market returns
AAsset pricing models with conditional betas and alphasAsset pricing models with conditional betas and alphas
CConditional performance measurement using portfolio weightsConditional performance measurement using portfolio weights
CConditioning variables and the cross-section of stock returnConditioning variables and the cross-section of stock returns
EEconomic, financial, and fundamental global risk in and out Economic, financial, and fundamental global risk in and out of the EMU
FFundamental determinants of national equity market returnsFundamental determinants of national equity market returns
HHabit persistence and durability in aggregate consumptionHabit persistence and durability in aggregate consumption
MMimicking portfolios with conditioning informationMimicking portfolios with conditioning information
SSources of risk and expected returns in global equity marketSources of risk and expected returns in global equity markets
SStochastic discount factor bounds with conditioning informatStochastic discount factor bounds with conditioning information
TTesting portfolio efficiency with conditioning informationTesting portfolio efficiency with conditioning information
TTests of multifactor pricing models, volatility bounds and pTests of multifactor pricing models, volatility bounds and portfolio performance
WWeak and semi-strong form stock return predictability, revisWeak and semi-strong form stock return predictability, revisited
