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 Wayne E. Ferson
 SSRN Author Rank: 1,553 by Downloads
 Professor of Finance
 University of Southern California
 Los Angeles, CA 90089
 United States
 HOME PAGE: http://www-rcf.usc.edu/~ferson/
 email address
 National Bureau of Economic Research (NBER)
 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Wayne E. Ferson's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,729
Total
Citations
722
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Sergei Sarkissian
McGill University - Faculty of Management
Timothy T. Simin
Pennsylvania State University
Posted:
17 Oct 00
Last Revised:
23 Oct 09
867
( 6,341)
106

2.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
20 Apr 99
Last Revised:
16 Apr 08
778
( 7,457)
80

3.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Kenneth Khang
affiliation not provided to SSRN
Posted:
29 Oct 00
Last Revised:
27 Mar 02
770
( 7,590)
47

4.  
Wayne E. Ferson
University of Southern California
Sergei Sarkissian
McGill University - Faculty of Management
Timothy T. Simin
Pennsylvania State University
Posted:
29 Jun 05
Last Revised:
29 Jun 05
411
(18,602)
43

5.  
Evaluating Fixed Income Fund Performance with Stochastic Discount Factors | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 486
Working Paper Series
Wayne E. Ferson
University of Southern California
Darren J. Kisgen
Boston College - Wallace E. Carroll School of Management
Tyler R. Henry
University of Georgia
Posted:
28 Jul 03
Last Revised:
29 Aug 03
364
(21,712)
5

6.   Incl. Electronic Paper
Heber Farnsworth
NISA Investment Advisors, L.L.C.
Wayne E. Ferson
University of Southern California
David Jackson
Carleton University - Eric Sprott School of Business
Steven K. Todd
Loyola University of Chicago
Posted:
14 Feb 02
Last Revised:
13 Jun 02
345
( 23,256)
29

7.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Tyler R. Henry
University of Georgia
Darren J. Kisgen
Boston College - Wallace E. Carroll School of Management
Posted:
20 Jan 04
Last Revised:
20 Feb 09
315
( 25,851)
15

8.  
Economic, Financial and Fundamental Global Risk in and Out of the Emu | Show Abstract | Download |
Fuqua School of Business Working Paper No. 9901
Working Paper Series
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
28 Apr 99
Last Revised:
09 Jun 99
311
(26,275)
4

9.  
The Timing Ability of Fixed Income Mutual Funds | Show Abstract | Download |
EFA 2005 Moscow Meetings Paper
Working Paper Series
Wayne E. Ferson
University of Southern California
Posted:
26 Feb 05
Last Revised:
02 Sep 05
274
(30,453)
2

10.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Andrew F. Siegel
University of Washington - Department of Finance and Business Economics
Posted:
30 Sep 02
Last Revised:
27 Sep 09
222
( 38,325)
12

11.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Andrew F. Siegel
University of Washington - Department of Finance and Business Economics
Pisun Xu
University of Washington - Department of Finance and Business Economics
Posted:
22 Jul 04
Last Revised:
01 Feb 05
220
( 38,691)
13

12.  
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
27 Oct 05
Last Revised:
08 Nov 05
185
(46,169)
24

13.   Incl. Electronic Paper
Wayne E. Ferson
University of Southern California
Andrew F. Siegel
University of Washington - Department of Finance and Business Economics
Posted:
08 Feb 02
Last Revised:
30 Apr 02
163
( 52,280)
22

14.   Incl. Electronic Paper
Yong Chen
Virginia Polytechnic Institute & State University - Pamplin College of Business
Wayne E. Ferson
University of Southern California
Helen Peters
Boston College - Department of Finance
Posted:
08 Sep 09
Last Revised:
12 Oct 09
76
( 95,025)
 

15.  
Wayne E. Ferson
University of Southern California
Posted:
16 Jan 03
Last Revised:
20 Jun 09
59
(109,850)
18

16.  
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
10 Jul 00
Last Revised:
12 Apr 08
55
(113,746)
53

17.  
Wayne E. Ferson
University of Southern California
Andrea J. Heuson
University of Miami - Department of Finance
Tie Su
University of Miami - Department of Finance
Posted:
01 Feb 05
Last Revised:
13 Aug 09
47
(122,119)
3

18.  
Wayne E. Ferson
University of Southern California
Andrea J. Heuson
University of Miami - Department of Finance
Tie Su
University of Miami - Department of Finance
Posted:
08 Sep 04
Last Revised:
27 Aug 09
37
(134,069)
3

19.  
George M. Constantinides
University of Chicago - Booth School of Business
Wayne E. Ferson
University of Southern California
Posted:
21 May 04
Last Revised:
21 May 04
37
(134,069)
74

20.  
Conditional Market Timing with Benchmark Investors | Show Abstract | Download |
NBER Working Paper No. W6434
Working Paper Series
Connie L. Becker
affiliation not provided to SSRN
Wayne E. Ferson
University of Southern California
David Hobson Myers
Lehigh University
Michael J. Schill
University of Virginia - Darden Graduate School of Business Administration
Posted:
01 Aug 00
Last Revised:
07 Apr 08
33
(139,494)
52

21.  
The 'Out-of-Sample' Performance of Long-Run Risk Models | Show Abstract | Download |
Marshall School of Business Working Paper No. FBE 33-09
Working Paper Series
Wayne E. Ferson
University of Southern California
Suresh Nallareddy
University of Southern California - Marshall School of Business
Biqin Xie
University of Southern California - Marshall School of Business
Posted:
26 Sep 09
Last Revised:
30 Sep 09
32
(140,918)
 

22.   Incl. Electronic Paper
Jon A. Christopherson
Russell Investments
Wayne E. Ferson
University of Southern California
Debra A. Glassman
University of Washington - Michael G. Foster School of Business
Posted:
05 Nov 97
Last Revised:
29 Mar 08
32
(140,918)
64

23.  
Wayne E. Ferson
University of Southern California
Sergei Sarkissian
McGill University - Faculty of Management
Timothy T. Simin
Pennsylvania State University
Posted:
20 Nov 06
Last Revised:
06 Apr 07
28
(147,436)
6

24.  
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
09 Mar 99
Last Revised:
07 May 00
22
(161,510)
4

25.  
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
15 Jul 00
Last Revised:
02 Apr 08
18
(172,894)
24

26.  
Wayne E. Ferson
University of Southern California
Campbell R. Harvey
Duke University - Fuqua School of Business
Posted:
13 Jul 00
Last Revised:
21 Jul 00
18
(172,894)
18

27.  
Phillip A. Braun
Chulalongkorn University - Faculty of Commerce and Accountancy
George M. Constantinides
University of Chicago - Booth School of Business
Wayne E. Ferson
University of Southern California
Posted:
27 Apr 00
Last Revised:
28 Jan 02
10
(196,016)
6

28.  
Is Stock Return Predictability Spurious? | Show Abstract |
Journal of Investment Management, Vol. 1, No. 3, Third Quarter 2003
Accepted Paper Series
Wayne E. Ferson
University of Southern California
Sergei Sarkissian
McGill University - Faculty of Management
Timothy T. Simin
Pennsylvania State University
Posted:
31 Mar 04
Last Revised:
06 Dec 04
0
(0)
 

29.  
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? | Show Abstract |
JOURNAL OF BUSINESS, Vol 68 No 3, July 1995
Accepted Paper Series
Wayne E. Ferson
University of Southern California
Robert A. Korajczyk
Northwestern University - Kellogg School of Management
Posted:
10 Oct 98
Last Revised:
10 Oct 98
0
(0)
 

30.  
Measuring Fund Strategy and Performance in Changing Economic Conditions | Show Abstract |
J. OF FINANCE, Vol. 51 No. 2, June 1996
Accepted Paper Series
Wayne E. Ferson
University of Southern California
Rudi Schadt
State Street Corporate - State Street Global Advisors
Posted:
25 Sep 96
Last Revised:
09 Apr 98
0
(0)
 


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