Books by Wayne E. Ferson
Conditional performance evaluation, revisited
Asset pricing models with cond
Asset pricing models with conditional betas and alphas
Testing portfolio efficiency w
Testing portfolio efficiency with conditioning information
Mimicking portfolios with cond
Mimicking portfolios with conditioning information
Weak and semi-strong form stoc
Weak and semi-strong form stock return predictability, revisited
Tests of multifactor pricing m
Tests of multifactor pricing models, volatility bounds and portfolio performance
Conditional performance measur
Conditional performance measurement using portfolio weights
Spurious regressions in financ
Spurious regressions in financial economics?
Stochastic discount factor bou
Stochastic discount factor bounds with conditioning information
Conditioning variables and the
Conditioning variables and the cross-section of stock returns
Economic, financial, and funda
Economic, financial, and fundamental global risk in and out of the EMU
Fundamental determinants of na
Fundamental determinants of national equity market returns
Sources of risk and expected r
Sources of risk and expected returns in global equity markets
An exploratory investigation o
An exploratory investigation of the fundamental determinants of national equity market returns
Habit persistence and durabili
Habit persistence and durability in aggregate consumption