Test of Asset Pricing Models With Changing Expectations

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Test of Asset Pricing Models With Changing Expectations

Author Info

Ferson, W.E.
Foester, S.R.
Kein, D.B.

Additional information is available for the following registered author(s):

Wayne Ferson

Abstract

No abstract is available for this item.

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Publisher Info
Paper provided by Wharton School - Weiss Center for International Financial Research in its series Weiss Center Working Papers with number 1-91.

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Length: 32 pages
Date of creation: 1991
Date of revision:
Handle: RePEc:fth:pennif:1-91

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Related research
Keywords: prices ; economic models ; information ; risk;

Other versions of this item:

Paper
- Wayne E. Ferson & Stephen R. Foerster & Donald B. Keim, . "Tests of Asset Pricing Models with Changing Expectations," Rodney L. White Center for Financial Research Working Papers 1-91, Wharton School Rodney L. White Center for Financial Research.
- Wayne Ferson & Stephen Foerster & Donald Keim, . "Tests of Asset Pricing Models with Changing Expectations," Rodney L. White Center for Financial Research Working Papers 27-87, Wharton School Rodney L. White Center for Financial Research.
- Wayne E. Ferson & Stephen R. Foerster & Donald B. Keim, . "Tests of Asset Pricing Models with Changing Expectations," Rodney L. White Center for Financial Research Working Papers 01-91, Wharton School Rodney L. White Center for Financial Research.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Martin Hess, 2006. "Timing and diversification: A state-dependent asset allocation approach," European Journal of Finance, Taylor and Francis Journals, vol. 12(3), pages 189-204, April. [Downloadable!] (restricted)
Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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