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W

Wayne E. Ferson

university of southern california

53H指数
188论文数
1.5W被引数
收录论文 25
发表时间
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Factor Model Comparisons with Conditioning Information
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2024-01-29
err1
PREAI
errFerson, Wayne E.; Siegel, Andrew F.; Wang, Junbo L.
err分享
err收藏
Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity
errJOURNAL OF FINANCE
IF9.5
err2014-07-18
err37
errOAAI
errFerson, Wayne; Lin, Jerchern
err分享
err收藏
Investment Performance Evaluation
errANNUAL REVIEW OF FINANCIAL ECONOMICS
IF0
err2010-12-01
err37
PREAI
errFerson, Wayne E.
err分享
err收藏
Mimicking portfolios with conditioning information
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-04-06
err23
errOAAI
errFerson, Wayne; Siegel, Andrew F.; Xu, Pisun (Tracy)
err分享
err收藏
Asset pricing models with conditional betas and alphas: The effects of data snooping and spurious regression
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2009-04-06
err57
errOAAI
errFerson, Wayne E.; Sarkissian, Sergei; Simin, Timothy
err分享
err收藏
Testing Portfolio Efficiency with Conditioning Information
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-01-12
err34
errOAAI
errFerson, Wayne E.; Siegel, Andrew F.
err分享
err收藏
Evaluating government bond fund performance with stochastic discount factors
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2006-01-19
err80
PREAI
errFerson, W; Henry, TR; Kisgen, DJ
err分享
err收藏
Spurious regressions in financial economics?
errJOURNAL OF FINANCE
IF9.5
err2003-07-15
err312
errOAAI
errFerson, WE; Sarkissian, S; Simin, TT
err分享
err收藏
Stochastic discount factor bounds with conditioning information
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2003-04-01
err36
errOAAI
errFerson, WE; Siegel, AF
err分享
err收藏
Conditioning variables and the cross section of stock returns
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err400
errOAAI
errFerson, WE; Harvey, CR
err分享
err收藏
The efficient use of conditioning information in portfolios
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err77
PREAI
errFerson, WE; Siegel, AF
err分享
err收藏
Asset pricing
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2002-01-01
err0
PREAI
errFerson, W
err分享
err收藏
Conditioning manager alphas on economic information: Another look at the persistence of performance
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1998-01-01
err261
errOAAI
errChristopherson, JA; Ferson, WE; Glassman, DA
err分享
err收藏
Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
errJOURNAL OF BANKING & FINANCE
IF3.8
err1997-12-01
err79
errOAAI
errFerson, WE; Harvey, CR
err分享
err收藏
Measuring fund strategy and performance in changing economic conditions
errJOURNAL OF FINANCE
IF9.5
err1996-06-01
err865
PREAI
errFerson, WE; Schadt, RW
err分享
err收藏
SOURCES OF RISK AND EXPECTED RETURNS IN GLOBAL EQUITY MARKETS
errJOURNAL OF BANKING & FINANCE
IF3.8
err1994-09-01
err153
errOAAI
errFERSON, WE; HARVEY, CR
err分享
err收藏
FINANCE IN A THEORY OF THE BUSINESS-CYCLE - KRAINER,RE
errJOURNAL OF FINANCE
IF9.5
err1993-12-01
err0
PREAI
errFERSON, WE
err分享
err收藏
GENERAL TESTS OF LATENT VARIABLE MODELS AND MEAN-VARIANCE SPANNING
errJOURNAL OF FINANCE
IF9.5
err1993-03-01
err47
errOAAI
errFERSON, WE; FOERSTER, SR; KEIM, DB
err分享
err收藏
THE RISK AND PREDICTABILITY OF INTERNATIONAL EQUITY RETURNS
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1993-01-01
err438
PREAI
errFERSON, WE; HARVEY, CR
err分享
err收藏
THE VARIATION OF ECONOMIC RISK PREMIUMS
errJOURNAL OF POLITICAL ECONOMY
IF6.3
err1991-04-01
err723
PREAI
errFERSON, WE; HARVEY, CR
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
C
Campbell R. Harvey
H 指数: 110 · 论文数: 455
R
Robert F. Stambaugh
H 指数: 58 · 论文数: 174
A
Andrew F. Siegel
H 指数: 42 · 论文数: 230
D
Donald B. Keim
H 指数: 38 · 论文数: 102
S
Shmuel Kandel
H 指数: 29 · 论文数: 70
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