Wayne E. Ferson

Habit Persistence and Durability in Aggregate Consumption: Empirical Tests

Year: 1991
Journal: Journal of Financial Economics
Authors: Wayne E. Ferson; George M. Constantinides

An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns

Year: 1993
Journal: No Journal Matched
Authors: Wayne E. Ferson; Campbell R. Harvey

Sources of Risk and Expected Returns in Global Equity Markets

Year: 1994
Journal: Journal of Banking and Finance
Authors: Wayne E. Ferson; Campbell R. Harvey

Stochastic Discount Factor Bounds with Conditioning Information

Year: 2002
Journal: Review of Financial Studies
Authors: Wayne E. Ferson; Andrew F. Siegel

Spurious Regressions in Financial Economics

Year: 2002
Journal: Journal of Finance
Authors: Wayne E. Ferson; Sergei Sarkissian; Timothy Simin

Performance Evaluation with Stochastic Discount Factors

Year: 2002
Journal: No Journal Matched
Authors: Heber Farnsworth; Wayne E. Ferson; David Jackson; Steven Todd

Tests of Multifactor Pricing Models: Volatility Bounds and Portfolio Performance

Year: 2003
Journal: No Journal Matched
Authors: Wayne E. Ferson

Weak and Semistrong Form Stock Return Predictability Revisited

Year: 2004
Journal: Management Science
Authors: Wayne E. Ferson; Andrea Heuson; Tie Su

Weak and Semistrong Form Stock Return Predictability Revisited

Year: 2005
Journal: Management Science
Authors: Wayne E. Ferson; Andrea Heuson; Tie Su

Mimicking Portfolios with Conditioning Information

Year: 2005
Journal: Journal of Financial and Quantitative Analysis
Authors: Wayne E. Ferson; Andrew F. Siegel; Pisun Tracy Xu

Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression

Year: 2006
Journal: Journal of Financial and Quantitative Analysis
Authors: Wayne E. Ferson; Sergei Sarkissian; Timothy Simin

Testing Portfolio Efficiency with Conditioning Information

Year: 2006
Journal: Review of Financial Studies
Authors: Wayne E. Ferson; Andrew F. Siegel

The Out of Sample Performance of Longrun Risk Models

Year: 2012
Journal: Journal of Financial Economics
Authors: Wayne E. Ferson; Suresh K. Nallareddy; Biqin Xie

Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity

Year: 2013
Journal: Journal of Finance
Authors: Wayne E. Ferson; Jerchern Lin

A Panel Regression Approach to Holdings-Based Fund Performance Measures

Year: 2020
Journal: Review of Asset Pricing Studies
Authors: Wayne E. Ferson; Junbo L. Wang