AAsset pricing models with conditional betas and alphasAsset pricing models with conditional betas and alphasde Wayne E. FersonMateriasAssets (Accounting)Econometric modelsPricesEdiciones (1)Asset pricing models with conditional betas and alphas (2006)National Bureau of Economic Research · inglésMás obras de Wayne E. FersonAAn exploratory investigation of the fundamental determinantsAn exploratory investigation of the fundamental determinants of national equity market returnsConditional performance evaluation, revisitedCConditional performance measurement using portfolio weightsConditional performance measurement using portfolio weights
AAn exploratory investigation of the fundamental determinantsAn exploratory investigation of the fundamental determinants of national equity market returns
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
