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A Panel Regression Approach to Holdings-based Fund Performance Measures 智库出版物
2020
作者:  Wayne E. Ferson;  Junbo L. Wang
Adobe PDF(1024Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity 智库出版物
2013
作者:  Wayne E. Ferson;  Jerchern Lin
收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
The \"Out of Sample\" Performance of Long-run Risk Models 智库出版物
2012
作者:  Wayne E. Ferson;  Suresh K. Nallareddy;  Biqin Xie
Adobe PDF(218Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Measuring the Timing Ability and Performance of Bond Mutual Funds 智库出版物
2009
作者:  Yong Chen;  Wayne Ferson;  Helen Peters
Adobe PDF(206Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression 智库出版物
2006
作者:  Wayne E. Ferson;  Sergei Sarkissian;  Timothy Simin
Adobe PDF(374Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08
Testing Portfolio Efficiency with Conditioning Information 智库出版物
2006
作者:  Wayne E. Ferson;  Andrew F. Siegel
Adobe PDF(633Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08
Mimicking Portfolios with Conditioning Information 智库出版物
2005
作者:  Wayne E. Ferson;  Andrew F. Siegel;  Pisun (Tracy) Xu
Adobe PDF(377Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Weak and Semi-Strong Form Stock Return Predictability Revisited 智库出版物
2005
作者:  Wayne E. Ferson;  Andrea Heuson;  Tie Su
Adobe PDF(273Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Weak and Semi-Strong Form Stock Return Predictability, Revisited 智库出版物
2004
作者:  Wayne E. Ferson;  Andrea Heuson;  Tie Su
Adobe PDF(300Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance 智库出版物
2003
作者:  Wayne E. Ferson
Adobe PDF(495Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08