Skip to contents

Ferson, Wayne E. [Author]

Chapter 14. Investment Performance: A Review and Synthesis

View online
Schließen

Access

Full access (via DOI) (Deutschlandweit zugänglich)

Show more show less

Close

Bookmarks

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

2013

Published in: Handbook of the economics of finance ; Vol. 2,B: Financial markets and asset pricing ; (2013), Seite 969-1010
Ferson, Wayne E. [Author]

Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance

View online
Schließen

Access

Full access (via DOI) (Deutschlandweit zugänglich)

Show more show less

Close

Bookmarks

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

2003

Published in: Handbook of the economics of finance ; 1,B: Financial markets and asset pricing ; (2003), Seite 743-802
Chen, Yong [Author] ; Ferson, Wayne E. [Other]; Peters, Helen [Other]

Measuring the Timing Ability and Performance of Bond Mutual Funds

View online
Schließen

Access

https://ssrn.com/abstract=1486431

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]
Chen, Yong [Author] ; Ferson, Wayne E. [Other]; Peters, Helen [Other]

Measuring the Timing Ability and Performance of Bond Mutual Funds

View online
Schließen

Access

https://ssrn.com/abstract=1469113

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2009]

Published in: NBER Working Paper ; No. w15318
Ferson, Wayne E. [Author] ; Wang, Junbo L. [Other] National Bureau of Economic Research

A Panel Regression Approach to Holdings-based Fund Performance Measures

View online
Schließen

Access

Full access (via DOI)

https://www.nber.org/papers/w28238

Show more show less

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
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

View online
Schließen

Access

https://ssrn.com/abstract=3330663

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2019]
Ferson, Wayne E. [Author] ; Wang, Junbo L. [Other]

Holdings-Based Fund Performance Measures : Estimation and Inference

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=3188321

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2018]
Ferson, Wayne E. [Author] ; Chen, Yong [Other]

How Many Good and Bad Funds Are There, Really?

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=2643818

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2018]
Ferson, Wayne E. [Author] ; Harvey, Campbell R. [Other]

The Variation of Economic Risk Premiums

View online
Schließen

Access

https://ssrn.com/abstract=3281992

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2019]
Ferson, Wayne E. [Author] ; Lin, Jerchern [Other] National Bureau of Economic Research

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

View online
Schließen

Access

Full access (via DOI)

http://www.nber.org/papers/w19349

Show more show less

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
Ferson, Wayne E. [Author] ; Lin, Jerchern [Other]

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

View online
Schließen

Access

https://ssrn.com/abstract=2315434

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2013]

Published in: NBER Working Paper ; No. w19349
Ferson, Wayne E. [Author] ; Lin, Jerchern [Other]

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

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=1782821

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2013]
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

View online
Schließen

Access

http://www.nber.org/papers/w17848

Full access (via DOI)

Show more show less

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
Ferson, Wayne E. [Author] ; Nallareddy, Suresh [Other]; Xie, Biqin [Other]

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

View online
Schließen

Access

https://ssrn.com/abstract=2007841

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2012]

Published in: NBER Working Paper ; No. w17848
Ferson, Wayne E. [Author]

Performance Measurement with Market and Volatility Timing and Selectivity

View online
Schließen

Access

https://ssrn.com/abstract=2022142

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2012]
Ferson, Wayne E. [Author] ; Sarkissian, Sergei [Other]; Simin, Timothy T. [Other]

Asset Pricing Models with Conditional Betas and Alphas : The Effects of Data Snooping and Spurious Regression

View online
Schließen

Access

https://ssrn.com/abstract=940607

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w12658
Ferson, Wayne E. [Author] ; Khang, Kenneth [Other]

Conditional Performance Measurement Using Portfolio Weights : Evidence for Pension Funds

View online
Schließen

Access

https://ssrn.com/abstract=300752

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w8790
Ferson, Wayne E. [Author] ; Harvey, Campbell R. [Other]

Conditioning Variables and the Cross-Section of Stock Returns

View online
Schließen

Access

https://ssrn.com/abstract=227412

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w7009
Ferson, Wayne E. [Author] ; Korajczyk, Robert A. [Other]

Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?

View online
Schließen

Access

https://ssrn.com/abstract=6320

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]
Ferson, Wayne E. [Author] ; Harvey, Campbell R. [Other]

Economic, Financial, and Fundamental Global Risk in and Out of the Emu

View online
Schließen

Access

https://ssrn.com/abstract=151708

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w6967

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication