Robert Ferguson

AnswersToGo

AnswersToGo

6815 Edgewater Drve

Apt 208

Coral Gables, FL FL 33133

United States

SCHOLARLY PAPERS

67

DOWNLOADS
Rank 15,342

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Top 15,342

in Total Papers Downloads

3,143

SSRN CITATIONS
Rank 29,111

SSRN RANKINGS

Top 29,111

in Total Papers Citations

11

CROSSREF CITATIONS

11

Scholarly Papers (67)

1.

Does Economic Value Added (EVA) Improve Stock Performance Profitability?

The Journal of Applied Finance, Fall/Winter 2005, 101-113
Number of pages: 13 Posted: 17 Oct 2013
Robert Ferguson, Joel Rentzler and Susana Yu
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 604 (43,955)

Abstract:

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EVA, Stern Stewart, profitability, stock performance

2.
Downloads 279 (109,823)

Abstract:

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MPT, Stochastic Portfolio Theory, CAPM, Modern Portfolio Theory, Capital Asset Pricing Model

3.

Some Formulae for Evaluating Two Popular Option Strategies

Number of pages: 35 Posted: 19 May 2008
Robert Ferguson
AnswersToGo
Downloads 200 (152,966)
Citation 2

Abstract:

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option, portfolio, insurance, long term, return

4.

Active Portfolio Management - How to Beat the Index Funds

Financial Analysts Journal, Vol. 31, No. 3, 1975
Number of pages: 11 Posted: 13 Nov 2013
Robert Ferguson
AnswersToGo
Downloads 196 (155,949)
Citation 4

Abstract:

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Treynor-Black, security analysis, portfolio management

5.

Trading Strategy on EVA and MVA: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, Vol. 3, No. 4, 2006
Number of pages: 7 Posted: 27 Feb 2016
Robert Ferguson, Joel Rentzler and Susana Yu
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 185 (164,313)
Citation 1

Abstract:

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economic value added, EVA, stock performance, portfolio performance

6.

Graphical Methods of Investment Analysis

Number of pages: 128 Posted: 19 May 2008
Robert Ferguson
AnswersToGo
Downloads 176 (171,828)

Abstract:

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fundamental, analysis, investment, graph, scatter, plot

7.

An Efficient Stock Market? Ridiculous

Journal of Portfolio Management, Summer 1983 v9(4)
Number of pages: 5 Posted: 27 Mar 2013 Last Revised: 02 Oct 2013
Robert Ferguson
AnswersToGo
Downloads 120 (234,824)

Abstract:

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active management, security, analysis, efficient portfolio

8.

The Danger of Leverage and Volatility

Number of pages: 24 Posted: 27 Mar 2013
Robert Ferguson
AnswersToGo
Downloads 94 (278,110)

Abstract:

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leverage, volatility, long-term return risk

9.

A Comparative Analysis of Several Popular Term Structure Estimation Models

Journal of Fixed Income, Vol. 7, No. 4, 1998, 17-33
Number of pages: 17 Posted: 07 Oct 2013
Robert Ferguson and Steven B. Raymar
AnswersToGo and Fordham University - Finance Area
Downloads 83 (300,784)

Abstract:

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term structure estimation

10.

A New Kind of Index Fund that Beats its Index

The Journal of Performance Measurement, Winter 1998-1999, 35-48
Number of pages: 14 Posted: 04 Oct 2013
Robert Ferguson and Bob Robert Fernholz
AnswersToGo and Allocation Strategies, LLC
Downloads 82 (303,036)

Abstract:

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11.

Unearned Performance Fees

Journal of Business Finance & Accounting, 1996 v23(7), 1033-1042
Number of pages: 10 Posted: 14 May 2008 Last Revised: 07 Oct 2013
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 79 (309,685)
Citation 1

Abstract:

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performance fee investment management

12.

A Comparison of the Mean-Variance and Long-Term Return Characteristics of 3 Investment Strategies

Financial Analysts Journal, Vol. 43, No. 4, 1987
Number of pages: 12 Posted: 03 Oct 2013
Robert Ferguson
AnswersToGo
Downloads 76 (316,843)

Abstract:

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portfolio, insurance

13.

Delusions of Grandeur

Journal of Portfolio Management, Vol. 40, No. 1, 2013
Number of pages: 2 Posted: 14 Nov 2013 Last Revised: 23 Jun 2017
Robert Ferguson
AnswersToGo
Downloads 67 (339,688)

Abstract:

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stock market declines

14.

Closed-End Fund Discounts and Expected Investment Performance

The Financial Review, 39 (2004) 179-202
Number of pages: 25 Posted: 07 Oct 2013
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 67 (339,688)

Abstract:

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closed end fund discounts, performance

15.

Stochastic Portfolio Theory and the Low Beta Anomaly

Number of pages: 47 Posted: 15 Nov 2018
Anna Agapova, Robert Ferguson and Dean Leistikow
Florida Atlantic University, AnswersToGo and Fordham University - Finance Area
Downloads 63 (350,708)

Abstract:

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Low Beta Anomaly, Stochastic Portfolio Theory, Low Volatility Anomaly

16.

An Investor's Guide to the Index Fund Controversy

Financial Analysts Journal, November/December 1976
Number of pages: 11 Posted: 24 Dec 2013
Walter Rexford Good, Robert Ferguson and Jack L. Treynor
Independent, AnswersToGo and Independent
Downloads 63 (350,708)

Abstract:

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index fund

17.

Myth and Reality in the World of Factors

Number of pages: 9 Posted: 01 Feb 2018
Robert Ferguson and John Moffatt
AnswersToGo and Analytic Systems Corporation
Downloads 53 (381,342)

Abstract:

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factor analysis, investment analysis, stock valuation, portfolio choice, market efficiency

18.

Carry Costs and Futures Hedge Calculations

Advances in Investment Analysis and Portfolio Management, Vol. 6, pp. 1-34, 2014, Fordham University Schools of Business Research Paper No. 2694867
Number of pages: 34 Posted: 25 Nov 2015
Robert Ferguson, Dean Leistikow and Steven B. Raymar
AnswersToGo, Fordham University - Finance Area and Fordham University - Finance Area
Downloads 50 (391,296)

Abstract:

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Futures Hedge Ratio, Hedge Profits, Hedge Effectiveness

Looking Back: Quantitative Analysis Before Computers

“Looking Back: Quantitative Analysis Before Computers”, with Lawrence Ferguson, Joel Rentzler, and Susana Yu, The Journal of Applied Finance, 2004, Spring/Summer.
Number of pages: 10 Posted: 25 Feb 2016
Lawrence Ferguson, Robert Ferguson, Joel Rentzler and Susana Yu
Independent, AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 29 (488,764)

Abstract:

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Quantitative Financial Analysis, Stock Analysis, Fundamental Analysis, Stock Valuation,

20.

An Intuitive Procedure to Approximate Convertible Bond Hedge Ratios and Durations

Journalof Portfolio Management, Vol. 22, No. 1, 1995
Number of pages: 9 Posted: 14 Nov 2013
AnswersToGo, Franklin Templeton Investments, Franklin Templeton Investments and Franklin Templeton Investments
Downloads 43 (416,085)

Abstract:

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convertible bond hedge ratios, convertible bond durations

21.

Valuing Investment Management Fees, Active Portfolio Management, and Closed-End Fund Discounts

Fordham University Schools of Business Research Paper No. 2738100
Number of pages: 37 Posted: 27 Feb 2016 Last Revised: 25 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 37 (439,897)

Abstract:

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Risk-Neutral Valuation, Investment Management Fees, Active Management, Closed-End Fund Discounts

22.

Making the Dividend Discount Model Relevant for Financial Analysts

Number of pages: 24 Posted: 25 Jan 2018
Robert Ferguson
AnswersToGo
Downloads 32 (461,469)

Abstract:

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dividend discount, stock valuation, asset pricing, financial analysis, investment analysis, portfolio choice, investment decisions

23.

A Nomograph for Valuing Growth Stocks

Financial Analysts Journal, Vol. 17, No. 3, 1961
Number of pages: 5 Posted: 04 Oct 2013
Robert Ferguson
AnswersToGo
Downloads 32 (461,469)

Abstract:

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valuing growth stocks, nomograph

24.

Estimating Beta When the CAPM Is True

"Estimating Beta When the CAPM is True", The Journal of Performance Measurement, Summer 1998, v2(4). 38-55
Number of pages: 18 Posted: 27 Jun 2017 Last Revised: 28 Jun 2017
Robert Ferguson and Yusif Simaan
AnswersToGo and Fordham University - Graduate School of Business
Downloads 29 (475,814)

Abstract:

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CAPM, beta, beta estimation

25.

Is the Insurance Business Viable?

Financial Analysts Journal, Vol. 59, No. 3, 2003, Fordham University Schools of Business Research Paper No. 2737387
Number of pages: 12 Posted: 25 Feb 2016 Last Revised: 25 Apr 2016
Robert Ferguson, Dean Leistikow and John R. Powers
AnswersToGo, Fordham University - Finance Area and Corporate Communication Resources Inc.
Downloads 27 (486,177)

Abstract:

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Insurance, government regulation, stock valuation, investment analysis, insolvency, health insurance, medicare

Winning the Performance Game Without Really Trying

Journal of Performance Measurement, 1999, v3(4), 59-66
Number of pages: 8 Posted: 25 Nov 2015
Robert Ferguson and Joel Rentzler
AnswersToGo and City University of New York (CUNY) - Baruch College
Downloads 17 (563,774)

Abstract:

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active management, performance

Winning the Performance Game Without Really Trying

Journal of Performance Measurement, p. 59, Summer 1999
Number of pages: 8 Posted: 02 Oct 2013
Robert Ferguson
AnswersToGo
Downloads 9 (618,749)

Abstract:

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investments, performance, measurement

27.

Futures Hedge Profit Measurement Error-Correction Model vs. Regression Approach Hedge Ratios, and Data Error Effects

Financial Management, Vol. 28, No. 4, Winter 1999
Number of pages: 10 Posted: 24 Jun 2017
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 24 (502,754)

Abstract:

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futures, hedge ratio, error-correction, data error effects, hedge ratio estimation

28.

Saving Social Security

Financial Analysts Journal, Vol. 56, No. 1, 2000
Number of pages: 4 Posted: 11 Mar 2016 Last Revised: 25 Apr 2016
Robert Ferguson
AnswersToGo
Downloads 23 (508,353)
Citation 1

Abstract:

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social security, retirement funding, social security insolvency

29.

The Search for the Best Financial Performance Measure: Basics are Better

Number of pages: 11 Posted: 22 Jan 2018
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 22 (514,329)
Citation 1

Abstract:

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EVA, REVA, financial analysis, investment analysis, corporate management

30.

Upside and Downside Capture Ratios: How to Make Them Come out the Way You Want

Number of pages: 29 Posted: 25 Aug 2017
Robert Ferguson, Danny Meidan and Joel Rentzler
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College
Downloads 22 (514,329)

Abstract:

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Capture Ratio, Upside, Downside, Performance Measurement, Alpha, Investment Management

31.

A Challenge to the Performance Measurement Profession

Journal of Performance Measurement, 1999, Fall, 6-7
Number of pages: 3 Posted: 05 Oct 2013 Last Revised: 07 Oct 2013
Robert Ferguson
AnswersToGo
Downloads 22 (514,329)

Abstract:

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performance measurement

32.

How to Get Rich Quick Using GAAP

Number of pages: 10 Posted: 01 Feb 2018
Robert Ferguson and Neal Hitzig
AnswersToGo and City University of New York - Department of Accounting
Downloads 21 (520,148)

Abstract:

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GAAP, accounting paradox, cross holding, get rich quick, asset pricing

33.

Problems with Health Insurance

Financial Analysts Journal, Vol. 56, No. 6, 2000, Fordham University Schools of Business Research Paper No. 2742930
Number of pages: 16 Posted: 07 Mar 2016 Last Revised: 25 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 21 (520,148)

Abstract:

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stock analysis, fundamental investing, health insurance, medicare, medicaid, insolvency

34.

Company Cross-Holdings and Investment Analysis: The Finance Version

Number of pages: 8 Posted: 12 Feb 2018
Robert Ferguson and Neal Hitzig
AnswersToGo and City University of New York - Department of Accounting
Downloads 18 (537,809)

Abstract:

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cross holdings, ponzi schemes, accounting distortions

35.
Downloads 18 (537,809)

Abstract:

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fundamental stock analysis, insured losses due to catastrophes

36.

Do Market Inventory Funds Really Make Sense?

Number of pages: 7 Posted: 04 Oct 2013
Robert Ferguson
AnswersToGo
Downloads 18 (537,809)
Citation 1

Abstract:

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market inventory funds

37.

On the Risk of Stocks in the Long Run: A Comment

Number of pages: 6 Posted: 29 Jan 2018
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 15 (555,519)

Abstract:

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long run risk, investment analysis

38.

Assured Active Management

Number of pages: 18 Posted: 01 Mar 2013 Last Revised: 03 Mar 2013
Robert Ferguson and Dale Berman
AnswersToGo and Consultant
Downloads 15 (555,519)

Abstract:

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active management, guarantee, investment

39.
Downloads 14 (561,755)

Abstract:

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market crash, price limits, market closure,trading halt, position limits, market stability

40.

Fixed Commissions and Market Efficiency

Number of pages: 11 Posted: 07 Aug 2017
Robert Ferguson
AnswersToGo
Downloads 14 (561,755)

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market efficiency, fixed commissions, unbundling, fixed commissions, investment research, financial analysis

41.

Long-Run Investment Management Fee Incentives and Discriminating between Talented and Untalented Managers

“Long-Run Investment Management Fee Incentives and Discriminating Between Talented and Untalented Managers”, Journal of Investment Management, 2003, v1(4), 1-26., Fordham University Schools of Business Research Paper No. 2737409
Number of pages: 26 Posted: 25 Feb 2016 Last Revised: 26 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 14 (561,755)

Abstract:

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Investment Management Fee Incentives, Investment Management, Investment Performance Measurement, active management

42.

Where Investment Performance Comes From

Number of pages: 22 Posted: 22 Jan 2018
Robert Ferguson
AnswersToGo
Downloads 13 (567,878)

Abstract:

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investment performance, alpha, diversification, estimation error

43.

Lessons from the Beardstown Ladies

Number of pages: 4 Posted: 22 Feb 2018
Robert Ferguson
AnswersToGo
Downloads 11 (580,472)

Abstract:

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investment performance, alpha, performance measurement

44.

How Investment Management Fees Hurt Investors

Number of pages: 35 Posted: 25 Jan 2018
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area
Downloads 11 (580,472)

Abstract:

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investment performance, investment management fees, performance fees, investment management fee incentives

45.

Pulling Rabbits Out of Hats in the Oil Business - and Elsewhere

Financial Analysts Journal, Vol. 38, No. 2, 1982
Number of pages: 4 Posted: 15 Feb 2018
Robert Ferguson and Phillip Popkin
AnswersToGo and Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Downloads 10 (586,996)

Abstract:

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stock valuation, security analysis, accounting standards, stock selection, portfolio selection

46.

Counting Ballots

The Journal of Performance Measurement, Winter 2000/2001, v5(2), 6-8
Number of pages: 3 Posted: 28 Jun 2017
Robert Ferguson
AnswersToGo
Downloads 10 (586,996)

Abstract:

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options, bias, estimation

47.

Early Quantitative Fundamental Analysis: Forecasting Insured Losses Due to Catastrophes

Number of pages: 25 Posted: 15 Nov 2013 Last Revised: 23 Jun 2017
Robert Ferguson
AnswersToGo
Downloads 8 (599,867)

Abstract:

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fundamental investment analysis, stock analysis, insurance, quantitative investment analysis

48.

The Plight of the Pension Fund Officer

Number of pages: 5 Posted: 22 Feb 2018
Robert Ferguson
AnswersToGo
Downloads 7 (606,431)
Citation 1

Abstract:

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performance measurement, manager choice, pension fund management

49.

The Effect of Value Estimation Errors on Portfolio Growth Rates

Journal of Investing, 2009, https://doi.org/10.3905/JOI.2009.18.2.069
Posted: 22 May 2019
Robert Ferguson, Dean Leistikow, Joel Rentzler and Susana Yu
AnswersToGo, Fordham University - Finance Area, City University of New York (CUNY) - Baruch College and Iona College

Abstract:

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portfolio growth rate, estimation error

50.

Chicken Little Gets it Wrong Again

Journal of Portfolio Management, Vol. 40, Spring 2014, Fordham University Schools of Business Research Paper No. 2694861, https://doi.org/10.3905/jpm.2014.40.3.077
Posted: 21 May 2019
Anna Agapova, Robert Ferguson and Dean Leistikow
Florida Atlantic University, AnswersToGo and Fordham University - Finance Area

Abstract:

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alpha, active management, high correlation

51.

Where are the Customers' Yachts

Financial Analysts Journal, March/April 1979
Posted: 27 Feb 2018
Robert Ferguson
AnswersToGo

Abstract:

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Investment Management Fees, Investment Performance, Investment Management

52.

Performance Measurement Doesn’t Make Sense

Financial Analysts Journal, Vol. 36, No. 3, 1980
Posted: 27 Feb 2018
Robert Ferguson
AnswersToGo

Abstract:

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Performance Measurement, Alpha, Beta, Portfolio Selection, Risk Adjusted Return

53.

A Security Market Plane Approach to Stock Selection

Financial Analysts Journal, Vol. 40, No. 5, 1984
Posted: 27 Feb 2018
Robert Ferguson and Richard Lynn
AnswersToGo and Retired

Abstract:

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stock selection, portfolio selection, alpha, security market plane

54.

In Defense of Technical Analysis

Journal of Finance, Vol. 40, No. 3, July 1985, Proceedings of the Forty-Third Annual Meeting American Finance Association, Dallas, Texas, December 28-30, 1984 (Jul., 1985), pp. 757-773
Posted: 27 Feb 2018
Jack L. Treynor and Robert Ferguson
Independent and AnswersToGo

Abstract:

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portfolio selection, technical analysis, information, market efficiency, security valuation

55.

How to Beat the S&P500 (Without Losing Sleep)

Financial Analysts Journal, Vol. 42, No. 2, 1986
Posted: 27 Feb 2018
Robert Ferguson
AnswersToGo

Abstract:

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beat the market, dynamic asset allocation, portfolio insurance, asset allocation

56.

The Trouble with Performance Measurement

Journal of Portfolio Management, Vol. 12, No. 3, 1986
Posted: 27 Feb 2018
Robert Ferguson
AnswersToGo

Abstract:

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Performance Measurement, Alpha, Beta, Portfolio Selection

57.

On Crashes

Financial Analysts Journal, Vol. 45, No. 2, 1989
Posted: 27 Feb 2018
Robert Ferguson
AnswersToGo

Abstract:

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Market Crash, Behavioral Market Model

58.

Portfolio Composition and the Investment Horizon Revisited

Journal of Portfolio Management, Vol. 22, No. 4, 1996
Posted: 17 Feb 2018
Robert Ferguson and Yusif Simaan
AnswersToGo and Fordham University - Graduate School of Business

Abstract:

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investment horizon, portfolio selection, risk and the investment horizon

59.

How to Get Rich Quick Without Losing Sleep

Financial Analysts Journal, Vol. 44, No. 4, 1988
Posted: 17 Feb 2018
Robert Ferguson and Roken Ahmed
AnswersToGo and Independent

Abstract:

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portfolio insurance, get rich quick, option strategies

60.

What to Do, or Not Do, About the Markets

Journalof Portfolio Management, Vol. 14, No. 4, 1988
Posted: 13 Feb 2018
Robert Ferguson
AnswersToGo

Abstract:

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market crash, price limits, market closure, trading halt, position limits, market stability

61.

Are Regression Approach Futures Hedge Ratios Stationary?

The Journal of Futures Markets, Vol 18, No. 7, 851-866 (1998)
Posted: 29 Aug 2017
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area

Abstract:

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futures, hedge ratio

62.

What's the Big Deal About Risk Parity?

Journal of Asset Management, September 2017, v(18)5, 341-346
Posted: 26 Jul 2017
Anna Agapova, Robert Ferguson, Dean Leistikow and Danny Meidan
Florida Atlantic University, AnswersToGo, Fordham University - Finance Area and Independent

Abstract:

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risk parity, risk, portfolio optimization, Sharpe ratio

63.

Unbundling: No More Analysts at a Discount

Journa lof Portfolio Management, Vol. 1, No. 3, 1975
Posted: 28 Jun 2017
Robert Ferguson
AnswersToGo

Abstract:

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commissions, efficient markets, unbundling, fundamental research

64.

Valuing Active Managers, Fees, and Fund Discounts

Financial Analysts Journal, Vol. 57, No. 3, 2001, Fordham University Schools of Business Research Paper No. 2737415
Posted: 25 Feb 2016 Last Revised: 25 Apr 2016
Robert Ferguson and Dean Leistikow
AnswersToGo and Fordham University - Finance Area

Abstract:

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closed end fund discounts, investment management fees, active management, portfolio management

65.

The Dependence of Upside Capture Ratios and Downside Capture Ratios on the Length of the Measurement Interval, Beta, and Alpha

Journal of Investment Management (JOIM), 2014, v12(2), 105-116
Posted: 15 Nov 2014 Last Revised: 25 Apr 2016
Robert Ferguson, Danny Meidan and Joel Rentzler
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College

Abstract:

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Upside capture ratios, downside capture ratios, beta, alpha, performance measurement

66.

Market Diversity and the Performance of Actively Managed Portfolios

Journal of Portfolio Management, Forthcoming
Posted: 05 Apr 2011 Last Revised: 13 Apr 2011
Anna Agapova, Robert Ferguson and Jason T. Greene
Florida Atlantic University, AnswersToGo and The University of Alabama in Huntsville

Abstract:

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Diversity, size effect, active portfolio management

Arithmetic and Continuous Return Mean-Variance Efficient Frontiers

Journal of Investing, Vol. 18, No. 3, 2009
Posted: 10 Jan 2011
Robert Ferguson, Dean Leistikow and Susana Yu
AnswersToGo, Fordham University - Finance Area and Iona College

Abstract:

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Modern Portfolio Theory

Arithmetic and Continuous Return Mean-Variance Efficient Frontiers

Posted: 22 May 2019
Robert Ferguson, Dean Leistikow and Susana Yu
AnswersToGo, Fordham University - Finance Area and Iona College

Abstract:

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Mean-Variance Frontier, Long-Term Return, Leverage