Concepedia

Evaluating Government Bond Fund Performance with Stochastic Discount Factors

Wayne E. Ferson, Tyler R. Henry, Darren J. Kisgen

SSRN Electronic Journal · 2003 · 41 citations · 12 references

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References

12

Handbook of the Economics of Finance

George M. Constantinides, Milton Harris, René M. Stulz · RePEc: Research Papers in Economics · 2013 · 1.9K citations

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The Variation of Economic Risk Premiums

Wayne E. Ferson, Campbell R. Harvey · Journal of Political Economy · 1991 · 1.7K citations

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Measuring Fund Strategy and Performance in Changing Economic Conditions

Wayne E. Ferson, Rudi Schadt · The Journal of Finance · 1996 · 1.7K citations

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Measuring Fund Strategy and Performance in Changing Economic Conditions

Wayne E. Ferson, Rudi Schadt · The Journal of Finance · 1996 · 538 citations

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Conditional performance measurement using portfolio weights: evidence for pension funds

Wayne E. Ferson, Kenneth Khang · Journal of Financial Economics · 2002 · 260 citations

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