Feedback to SSRN

 
  • Selected
  • Entire List
 

Ferson, Wayne E.


 SSRN Author Rank: 2,633 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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Ferson, Wayne E.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,267
Total
Citations
1,225
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
Ferson, Wayne E.
University of Southern California
Sarkissian, Sergei
McGill University
Simin, Timothy T.
Pennsylvania State University
Posted:
17 Oct 00
Last Revised:
28 Oct 10
1,018
(11,083)
159

2.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
20 Apr 99
Last Revised:
12 Oct 10
965
(12,033)
235

3.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Khang, Kenneth
University of Wisconsin - Milwaukee
Posted:
29 Oct 00
Last Revised:
26 Oct 10
887
(13,697)
70

4.  
Ferson, Wayne E.
University of Southern California
Sarkissian, Sergei
McGill University
Simin, Timothy T.
Pennsylvania State University
Posted:
29 Jun 05
624
(22,844)
53

5.  
Evaluating Fixed Income Fund Performance with Stochastic Discount Factors | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 486
Working Paper Series
Ferson, Wayne E.
University of Southern California
Kisgen, Darren J.
Boston College - Carroll School of Management
Henry, Tyler R.
Miami University
Posted:
28 Jul 03
491
(31,658)
6

6.   Incl. Electronic Paper
Farnsworth, Heber
Pennsylvania State University - Department of Finance
Ferson, Wayne E.
University of Southern California
Jackson, David
Carleton University - Eric Sprott School of Business
Todd, Steven K.
Loyola University of Chicago
Posted:
14 Feb 02
Last Revised:
26 Oct 10
405
(40,449)
47

7.   Incl. Electronic Paper
Chen, Yong
Texas A&M University (TAMU) - Department of Finance
Ferson, Wayne E.
University of Southern California
Peters, Helen
Boston College - Department of Finance
Posted:
08 Sep 09
Last Revised:
07 Feb 10
372
(44,837)
17

8.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
09 Mar 99
Last Revised:
12 Oct 10
357
(47,065)
6

9.  
The Timing Ability of Fixed Income Mutual Funds | Show Abstract | Download |
EFA 2005 Moscow Meetings Paper
Working Paper Series
Ferson, Wayne E.
University of Southern California
Posted:
26 Feb 05
353
(47,743)
2

10.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Henry, Tyler R.
Miami University
Kisgen, Darren J.
Boston College - Carroll School of Management
Posted:
20 Jan 04
Last Revised:
29 Jul 10
349
(48,398)
27

11.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Lin, Jerchern
State University of New York (SUNY) - Financial & Managerial Economics
Posted:
11 Mar 11
Last Revised:
24 Aug 13
310
(55,829)
7

12.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
27 Oct 05
288
(60,673)
30

13.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Siegel, Andrew F.
University of Washington - Department of Finance and Business Economics
Xu, Tracy
University of Denver
Posted:
22 Jul 04
Last Revised:
13 Aug 10
266
(66,352)
15

14.  
Ferson, Wayne E.
University of Southern California
Posted:
15 Mar 12
247
(71,788)
2

15.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Siegel, Andrew F.
University of Washington - Department of Finance and Business Economics
Posted:
30 Sep 02
Last Revised:
29 Jul 10
246
(72,109)
19

16.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Siegel, Andrew F.
University of Washington - Department of Finance and Business Economics
Posted:
08 Feb 02
Last Revised:
26 Oct 10
196
(91,048)
26

17.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Nallareddy, Suresh
Columbia university
Xie, Biqin
University of Southern California - Marshall School of Business
Posted:
26 Sep 09
Last Revised:
15 Mar 11
191
(93,330)
6

18.  
Ferson, Wayne E.
University of Southern California
Posted:
16 Jan 03
139
(124,167)
21

19.  
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? | Show Abstract | Download |
Journal of Business, Vol. 68, No. 3, July 1995
Accepted Paper Series
Ferson, Wayne E.
University of Southern California
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Posted:
10 Oct 98
Last Revised:
11 Apr 10
105
(154,200)
65

20.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Heuson, Andrea J.
University of Miami - Department of Finance
Su, Tie
University of Miami - Department of Finance
Posted:
08 Sep 04
Last Revised:
17 Sep 10
96
(164,052)
4

21.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
10 Jul 00
71
(197,800)
64

22.  
Conditional Market Timing with Benchmark Investors | Show Abstract | Download |
NBER Working Paper No. w6434
Working Paper Series
Becker, Connie L.
affiliation not provided to SSRN
Ferson, Wayne E.
University of Southern California
Myers, David Hobson
Lehigh University
Schill, Michael J.
University of Virginia – Darden Graduate School of Business Administration
Posted:
01 Aug 00
59
(218,075)
68

23.  
Constantinides, George M.
University of Chicago - Booth School of Business
Ferson, Wayne E.
University of Southern California
Posted:
21 May 04
54
(227,654)
98

24.   Incl. Electronic Paper
Christopherson, Jon A.
Russell Investments
Ferson, Wayne E.
University of Southern California
Glassman, Debra A.
University of Washington - Michael G. Foster School of Business
Posted:
05 Nov 97
Last Revised:
29 Mar 08
42
(253,683)
90

25.  
Ferson, Wayne E.
University of Southern California
Sarkissian, Sergei
McGill University
Simin, Timothy T.
Pennsylvania State University
Posted:
20 Nov 06
41
(255,955)
12

26.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
13 Jul 00
34
(274,178)
20

27.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
15 Jul 00
24
(307,070)
30

28.  
Braun, Phillip A.
Northwestern University - Kellogg School of Management
Constantinides, George M.
University of Chicago - Booth School of Business
Ferson, Wayne E.
University of Southern California
Posted:
27 Apr 00
13
(353,117)
7

29.  
The "Out of Sample" Performance of Long-Run Risk Models | Show Abstract | Download |
NBER Working Paper No. w17848
Working Paper Series
Ferson, Wayne E.
University of Southern California
Nallareddy, Suresh
Columbia Business School
Xie, Biqin
University of Southern California - Marshall School of Business
Posted:
20 Feb 12
12
(357,513)
6

30.  
Portfolio Performance Evaluation | Show Abstract | Download |
Foundations and Trends in Finance, Vol. 2, No. 2, pp. 83-190, 2006
Accepted Paper Series
Aragon, George O.
Arizona State University (ASU) - Finance Department
Ferson, Wayne E.
University of Southern California
Posted:
14 Jun 10
12
(357,513)
11

31.  
Ruminations on Investment Performance Measurement | Show Abstract | Download |
European Financial Management, Vol. 19, Issue 1, pp. 4-13, 2013
Accepted Paper Series
Ferson, Wayne E.
University of Southern California
Posted:
29 Jan 13
0
(420,261)
 

32.  
Investment Performance Evaluation | Show Abstract |
Annual Review of Financial Economics, Vol. 2, pp. 207-234, 2010
Accepted Paper Series
Ferson, Wayne E.
University of Southern California
Posted:
12 Nov 10
 

33.  
Is Stock Return Predictability Spurious? | Show Abstract |
Journal of Investment Management, 2003, 1(3), 1-10
Accepted Paper Series
Ferson, Wayne E.
University of Southern California
Sarkissian, Sergei
McGill University
Simin, Timothy T.
Pennsylvania State University
Posted:
31 Mar 04
Last Revised:
27 Apr 12
 

34.  
Measuring Fund Strategy and Performance in Changing Economic Conditions | Show Abstract |
J. OF FINANCE, Vol. 51 No. 2, June 1996
Accepted Paper Series
Ferson, Wayne E.
University of Southern California
Schadt, Rudi
INVESCO
Posted:
25 Sep 96
 


Records 1 - 34 of 34 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 1.157 seconds