Wayne Ferson

Wayne Ferson

University of Southern California

H-index: 51

North America-United States

About Wayne Ferson

Wayne Ferson, With an exceptional h-index of 51 and a recent h-index of 26 (since 2020), a distinguished researcher at University of Southern California, specializes in the field of Asset Pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

Asset pricing models

Conditional asset pricing

Factor Model Comparisons with Conditioning Information

How many good and bad funds are there, really?

A panel regression approach to holdings-based fund performance measures

Wayne Ferson Information

University

Position

Professor Finance

Citations(all)

17874

Citations(since 2020)

2743

Cited By

18408

hIndex(all)

51

hIndex(since 2020)

26

i10Index(all)

69

i10Index(since 2020)

48

Email

University Profile Page

University of Southern California

Google Scholar

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Wayne Ferson Skills & Research Interests

Asset Pricing

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

See List of Professors in Wayne Ferson University(University of Southern California)