Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Wayne Ferson
University of Southern California
Learn more about SSRN Profiles
SCHOLARLY PAPERS
2
DOWNLOADS
239
SSRN CITATIONS
1
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (2)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Factor Model Comparisons with Conditioning Information
Number of pages: 53
Posted: 24 Sep 2021
Last Revised: 20 Jul 2022
Wayne Ferson,
Andrew F. Siegel
and
Junbo L. Wang
University of Southern California, University of Washington - Department of Finance and Business Economics and Louisiana State University, Baton Rouge
Downloads
219
(252,827)
View PDF
Download
Abstract:
Asset Pricing test, Model Comparison, Asymptotic variance
2.
A Panel Regression Approach to Holdings-Based Fund Performance Measures
NBER Working Paper No. w28238
Number of pages: 65
Posted: 21 Dec 2020
Last Revised: 27 Feb 2022
Wayne Ferson and
Junbo L. Wang
University of Southern California and Louisiana State University, Baton Rouge
Downloads
20
(933,992)
Citation
1
View PDF
Download
Abstract:
Feedback