Performance measurement with selectivity, market and volatility timing von Ferson, Wayne, Mo, Haitao

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Measuring the timing ability and performance of bond mutual funds von Chen, Yong, Ferson, Wayne, Peters, Helen

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The “out-of-sample” performance of long run risk models von Ferson, Wayne, Nallareddy, Suresh, Xie, Biqin

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Spurious Regressions in Financial Economics? von Ferson, Wayne E., Sarkissian, Sergei, Simin, Timothy T.

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Conditioning Variables and the Cross Section of Stock Returns von Ferson, Wayne E., Harvey, Campbell R.

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A Panel Regression Approach to Holdings-Based Fund Performance Measures von Ferson, Wayne, Wang, Junbo L

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Measuring Fund Strategy and Performance in Changing Economic Conditions von FERSON, WAYNE E., SCHADT, RUDI W.

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Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity von FERSON, WAYNE, LIN, JERCHERN

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Ruminations on Investment Performance Measurement von Ferson, Wayne E.

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Conditional performance measurement using portfolio weights: evidence for pension funds von Ferson, Wayne, Khang, Kenneth

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Testing Portfolio Efficiency with Conditioning Information von Ferson, Wayne E., Siegel, Andrew F.

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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression von Ferson, Wayne E., Sarkissian, Sergei, Simin, Timothy

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Investment Performance Evaluation von Ferson, Wayne E

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Evaluating Government Bond Fund Performance with Stochastic Discount Factors von Ferson, Wayne, Henry, Tyler R., Kisgen, Darren J.

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The Rap on the RAPS von Ferson, Wayne

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The Efficient Use of Conditioning Information in Portfolios von Ferson, Wayne E., Siegel, Andrew F.

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Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance von Christopherson, Jon A., Ferson, Wayne E., Glassman, Debra A.

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Factor Model Comparisons with Conditioning Information von Ferson, Wayne E., Siegel, Andrew F., Wang, Junbo L.

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The Risk and Predictability of International Equity Returns von Ferson, Wayne E., Harvey, Campbell R.

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The Variation of Economic Risk Premiums von Ferson, Wayne E., Harvey, Campbell R.

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