Skip to contents

  5. Ferson, Wayne E. [Author] ; Wang, Junbo L. [Other] National Bureau of Economic Research

    A Panel Regression Approach to Holdings-based Fund Performance Measures

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge, Mass: National Bureau of Economic Research, 2020

    Published in: NBER working paper series ; no. w28238

  6. Ferson, Wayne E. [Author] ; Siegel, Andrew F. [Other]; Wang, Junbo L. [Other]

    Asymptotic Variances for Tests of Portfolio Efficiency and Factor Model Comparisons with Conditioning Information

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2019]

  10. Ferson, Wayne E. [Author] ; Lin, Jerchern [Other] National Bureau of Economic Research

    Alpha and Performance Measurement : The Effects of Investor Disagreement and Heterogeneity

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge, Mass: National Bureau of Economic Research, August 2013

    Published in: NBER working paper series ; no. w19349

  13. Ferson, Wayne E. [Author] ; Xie, Biqin [Other]; Nallareddy, Suresh K. [Other] National Bureau of Economic Research

    The "Out of Sample" Performance of Long-run Risk Models

    Books
    View online
    Schließen
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge, Mass: National Bureau of Economic Research, February 2012

    Published in: NBER working paper series ; no. w17848