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Wayne E. Ferson | lit.salon

Author

Wayne E. Ferson

15 works

1991–2006 across 15 dated works

No biography is available yet.

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Habit persistence and durability in aggregate consumption: empirical tests1991
exploratory investigation of the fundamental determinants of national equity market returns1993
Sources of risk and expected returns in global equity markets1994
Fundamental determinants of national equity market returns: a perspective on conditional asset pricing1996

Books

15 works

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Conditional performance evaluation, revisited2004
With Meijun Qian
2 editions
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Weak and semi-strong form stock return predictability, revisited2004
3 editions
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Spurious regressions in financial economics?2002
1 edition
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Conditional performance measurement using portfolio weights: evidence for pension funds2002
1 edition
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Asset pricing models with conditional betas and alphas: the effects of data snooping and spurious regression2006
1 edition
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Fundamental determinants of national equity market returns: a perspective on conditional asset pricing1996
1 edition
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Tests of multifactor pricing models, volatility bounds and portfolio performance2003
1 edition
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Testing portfolio efficiency with conditioning information2006
1 edition
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Sources of risk and expected returns in global equity markets1994
1 edition
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Stochastic discount factor bounds with conditioning information2002
1 edition
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Conditioning variables and the cross-section of stock returns1999
1 edition
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Economic, financial, and fundamental global risk in and out of the EMU1999
1 edition
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Habit persistence and durability in aggregate consumption: empirical tests1991
1 edition
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Mimicking portfolios with conditioning information2005
1 edition
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exploratory investigation of the fundamental determinants of national equity market returns1993
1 edition
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0
reviews
0
lists
0
quotes
0

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