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wayne e ferson

Showing 1 - 12 of 35 results for “wayne e ferson
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  • Empirical Asset Pricing

    Models and Methods

    by Wayne Ferson ...
    An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments.This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, ... Read more

    $61.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 25 - Equity Style Indexes

    Tools for Better Performance Evaluation and Plan Management

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Meaurement and Benchmarking

    Fixed-Income Risk

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 21 - Elements of a Desirable Benchmark

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 15 - Factors of Equity Returns in the United States

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 33 - GIPS

    Global Investment Performance Standards

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 22 - Index Weighting

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 4 - Average Returns

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 18 - Performance Attribution

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD

  • Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution

    Here is a chapter from Portfolio Performance Measurement and Benchmarking, which will help you create a system you can use to accurately measure your performance. The authors highlight common mechanical problems involved in building benchmarks and clearly illustrate the resulting fallouts. The failure to choose the right investing performance benchmarks often leads to bad decisions or inaction and ... Read more

    $6.99 USD