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Wayne E Ferson

Wayne E FersonWayne E. Ferson, Ph.D., holds theIvadelle and Theodore JohnsonChair in Banking and Financeat the USC Marshall School ofBusiness and is the former JohnL. Collins Chair in Finance atthe Carroll School of Management at BostonCollege. He is widelyknown in academic circles, has been published in the best academicjournals, and has served on several prestigiouseditorial boards. Read More Read Less

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1.
Portfolio Performance Measurement and Benchmarking
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05 Aug 2009
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2.
Portfolio Performance Measurement and Benchmarking, Chapter 1 - What Is Performance and Benchmarking?
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15 May 2009
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3.
Portfolio Performance Measurement and Benchmarking, Chapter 2 - Asset Class Return Expectations
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15 May 2009
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4.
Portfolio Performance Measurement and Benchmarking, Chapter 3 - Returns Without Cash Flows
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15 May 2009
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5.
Portfolio Performance Measurement and Benchmarking, Chapter 4 - Average Returns
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15 May 2009
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6.
Portfolio Performance Measurement and Benchmarking, Chapter 5 - Returns in the Presence of Cash Flows
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15 May 2009
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7.
Portfolio Performance Measurement and Benchmarking, Chapter 6 - Comparing Two Portfolio Returns
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15 May 2009
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8.
Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations
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15 May 2009
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9.
Portfolio Performance Measurement and Benchmarking, Chapter 8 - Estimating the Elements of the Capm
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15 May 2009
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10.
Portfolio Performance Measurement and Benchmarking, Chapter 9 - What Is Risk?
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15 May 2009
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11.
Portfolio Performance Meaurement and Benchmarking: Fixed-Income Risk
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15 May 2009
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12.
Portfolio Performance Measurement and Benchmarking, Chapter 11 - Fixed-Income Risk
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13.
Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation
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15 May 2009
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14.
Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models
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15 May 2009
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15.
Portfolio Performance Measurement and Benchmarking, Chapter 15 - Factors of Equity Returns in the United States
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15 May 2009
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16.
Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution
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17.
Portfolio Performance Measurement and Benchmarking, Chapter 17 - Contributions to Return
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18.
Portfolio Performance Measurement and Benchmarking, Chapter 18 - Performance Attribution
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19.
Portfolio Performance Measurement and Benchmarking, Chapter 19 - Linking Attribution Effects
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20.
Portfolio Performance Measurement and Benchmarking, Chapter 20 - Benchmarks and Knowledge
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