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Ferson, Wayne E.


 SSRN Author Rank: 2,763 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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. Ferson, Wayne E.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
8,378
Total
Citations
1,231
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
1,022
(11,764)
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
974
(12,681)
239

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
889
(14,540)
70

4.  
Ferson, Wayne E.
University of Southern California
Sarkissian, Sergei
McGill University
Simin, Timothy T.
Pennsylvania State University
Posted:
29 Jun 05
630
(24,017)
52

5.  
Evaluating Fixed Income Fund Performance with Stochastic Discount Factors | Show Abstract | Download This Paper |
EFA 2003 Annual Conference Paper No. 486
Number of Pages in PDF File: 81
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
497
(33,187)
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
408
(42,660)
47

7.   Incl. Electronic Paper
Chen, Yong
Texas A&M University - 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
376
(46,998)
18

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
(50,119)
6

9.  
The Timing Ability of Fixed Income Mutual Funds | Show Abstract | Download This Paper |
EFA 2005 Moscow Meetings Paper
Number of Pages in PDF File: 54
Ferson, Wayne E.
University of Southern California
Posted:
26 Feb 05
355
(50,474)
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
351
(51,201)
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
327
(55,705)
7

12.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
27 Oct 05
290
(63,939)
30

13.  
Ferson, Wayne E.
University of Southern California
Posted:
15 Mar 12
274
(68,135)
2

14.   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
269
(69,452)
15

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
248
(75,756)
20

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
197
(95,993)
26

17.   Incl. Electronic Paper
Ferson, Wayne E.
University of Southern California
Nallareddy, Suresh
Columbia university
Xie, Biqin
Pennsylvania State University
Posted:
26 Sep 09
Last Revised:
15 Mar 11
193
(97,864)
6

18.  
Ferson, Wayne E.
University of Southern California
Posted:
16 Jan 03
142
(128,844)
21

19.  
Do Arbitrage Pricing Models Explain the Predictability of Stock Returns? | Show Abstract | Download This Paper |
Journal of Business, Vol. 68, No. 3, July 1995
Number of Pages in PDF File: 80
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
110
(157,248)
64

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
97
(171,958)
4

21.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
10 Jul 00
76
(200,438)
64

22.  
Conditional Market Timing with Benchmark Investors | Show Abstract | Download This Paper |
NBER Working Paper No. w6434
Number of Pages in PDF File: 53
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
(230,123)
68

23.  
Constantinides, George M.
University of Chicago - Booth School of Business
Ferson, Wayne E.
University of Southern California
Posted:
21 May 04
54
(240,206)
98

24.  
Ferson, Wayne E.
University of Southern California
Sarkissian, Sergei
McGill University
Simin, Timothy T.
Pennsylvania State University
Posted:
20 Nov 06
43
(265,038)
12

25.   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
43
(265,038)
91

26.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
13 Jul 00
34
(289,386)
20

27.  
Ferson, Wayne E.
University of Southern California
Harvey, Campbell R.
Duke University - Fuqua School of Business
Posted:
15 Jul 00
26
(316,234)
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
(372,235)
7

29.  
The "Out of Sample" Performance of Long-Run Risk Models | Show Abstract | Download This Paper |
NBER Working Paper No. w17848
Number of Pages in PDF File: 58
Ferson, Wayne E.
University of Southern California
Nallareddy, Suresh
Columbia Business School
Xie, Biqin
Pennsylvania State University
Posted:
20 Feb 12
12
(376,853)
6

30.  
Portfolio Performance Evaluation | Show Abstract | Add to Cart |
Foundations and Trends in Finance, Vol. 2, No. 2, pp. 83-190, 2006
Number of Pages in PDF File: 108
Aragon, George O.
Arizona State University (ASU) - Finance Department
Ferson, Wayne E.
University of Southern California
Posted:
14 Jun 10
12
(376,853)
11

31.  
Ruminations on Investment Performance Measurement | Show Abstract | Add to Cart |
European Financial Management, Vol. 19, Issue 1, pp. 4-13, 2013
Number of Pages in PDF File: 10
Ferson, Wayne E.
University of Southern California
Posted:
29 Jan 13
0
(440,674)
1

32.  
Investment Performance Evaluation | Show Abstract |
Annual Review of Financial Economics, Vol. 2, pp. 207-234, 2010
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
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.  
Ferson, Wayne E.
University of Southern California
Schadt, Rudi
INVESCO
Posted:
25 Sep 96
 


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