Portfolio performance measurement and benchmarking von Christopherson, Jon A., Cariño, David R., Ferson, Wayne E. 1951-

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Portfolio performance evaluation von Aragon, George O., Ferson, Wayne E. 1951-

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Asset pricing models with conditional betas and alphas the effects of data snooping and spurious regression von Ferson, Wayne E. 1951-, Sarkissian, Sergei, Simin, Timothy T.

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Weak and semi-strong form stock return predictability revisited von Ferson, Wayne E. 1951-, Heuson, Andrea Jane 1955-, Su, Tie 1968-

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Conditional performance measurement using portfolio weights evidence for pension funds von Ferson, Wayne E. 1951-, Khang, Kenneth

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Testing portfolio efficiency with conditioning information von Ferson, Wayne E. 1951-, Siegel, Andrew F. 1950-

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Tests of multifactor pricing models, volatility bounds and portfolio performance von Ferson, Wayne E. 1951-

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Spurious regressions in financial economics? von Ferson, Wayne E. 1951-, Sarkissian, Sergei, Simin, Timothy T.

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Empirical asset pricing models and methods von Ferson, Wayne E. 1951-

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Mimicking portfolios with conditioning information von Ferson, Wayne E. 1951-, Siegel, Andrew F. 1950-, Xu, Pisun

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Weak and semi-strong form stock return predictability, revisited von Ferson, Wayne E. 1951-, Heuson, Andrea Jane 1955-, Su, Tie 1968-

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Stochastic discount factor bounds with conditioning information von Ferson, Wayne E. 1951-, Siegel, Andrew F. 1950-

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Time nonseparability in aggregate consumption international evidence von Braun, Philip A., Kōnstantinidēs, Giōrgos 1947-, Ferson, Wayne E. 1951-

Habit persistence and durability in aggregate consumption empirical tests von Ferson, Wayne E. 1951-, Kōnstantinidēs, Giōrgos 1947-