Wayne Ferson
University of Southern California
H-index: 51
North America-United States
Top articles of Wayne Ferson
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Asset pricing models | Siddhartha Pratim Chakrabarty Ankur Kanaujiya | 2023/2/19 | |
Conditional asset pricing | Wayne E Ferson | 2022/9/13 | |
Factor Model Comparisons with Conditioning Information | Journal of Financial and Quantitative Analysis | Wayne E Ferson Andrew F Siegel Junbo L Wang | 2022/6/18 |
How many good and bad funds are there, really? | Wayne Ferson Yong Chen | 2021 | |
A panel regression approach to holdings-based fund performance measures | The Review of Asset Pricing Studies | Wayne Ferson Junbo L Wang | 2021/12/1 |