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bookmarks

publications

(19)

• Time nonseparability in aggregate consumption : International evidence
  Phillip A. Braun and George M. Constantinides and Wayne E. Ferson European Economic Review 37 897--920 (1993)
  to imported by smicha on 2008-04-28 13:05:01
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• The Variation of Economic Risk Premiums
  Wayne E. Ferson and Campbell R. Harvey Journal of Political Economy 99 385 (1991)
  to imported by smicha on 2008-04-24 23:09:04
  | URL | BibTeX  
• Testing asset pricing models with changing expectations and an unobservable market portfolio
  Michael R. Gibbons and Wayne Ferson Journal of Financial Economics 14 217--236 (1985)
  to imported by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations
  Wayne E. Ferson and John J. Merrick Journal of Financial Economics 18 127--146 (1987)
  to imported by smicha on 2008-04-22 15:17:45
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• Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
  Wayne E. Ferson and Stephen R. Foerster Journal of Financial Economics 36 29--55 (1994)
  to Asset pricing by smicha on 2008-04-22 15:17:45
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• Habit persistence and durability in aggregate consumption: Empirical tests
  Wayne E. Ferson and George M. Constantinides Journal of Financial Economics 29 199--240 (1991)
  to imported by smicha on 2008-04-22 15:17:45
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• Conditional performance measurement using portfolio weights: evidence for pension funds
  Wayne Ferson and Kenneth Khang Journal of Financial Economics 65 249--282 (2002)
  to Performance evaluation by smicha on 2008-04-22 15:17:45
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• Conditional market timing with benchmark investors
  Connie Becker and Wayne Ferson and David H. Myers and Michael J. Schill Journal of Financial Economics 52 119--148 (1999)
  to Funds Mutual by smicha on 2008-04-22 15:17:45
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• Sources of risk and expected returns in global equity markets
  Wayne E. Ferson and Campbell R. Harvey Journal of Banking \& Finance 18 775--803 (1994)
  to Global asset pricing by smicha on 2008-04-22 13:53:19
  | URL | BibTeX  
• Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
  Wayne E. Ferson and Campbell R. Harvey Journal of Banking \& Finance 21 1625--1665 (1997)
  to Asset pricing by smicha on 2008-04-22 13:53:19
  | URL | BibTeX