TTesting portfolio efficiency with conditioning informationTesting portfolio efficiency with conditioning informationde Wayne E. FersonMateriasAssets (Accounting)Econometric modelsPricesEdiciones (1)Testing portfolio efficiency with conditioning information (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 returnsAAsset pricing models with conditional betas and alphasAsset pricing models with conditional betas and alphasConditional performance evaluation, 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
