Shidler Seminar Series: Dr. Wayne Ferson

Join us as Dr. Wayne Ferson presents his paper, Holdings-based Fund Performance Measures: Estimation and Inference.

  • Date: Friday, Feburary 23, 2018
  • Time: 3:00 - 4:30 p.m.
  • Location: BusAd Room G102

About the Speaker

Dr. Wayne Ferson conducts research on models for security returns and on methods for evaluating the performance of managed portfolios. He is currently the Ivadelle and Theodore Johnson Chair at the University of Southern California. Ferson holds the PhD in finance from Stanford and was formerly on the faculties of Boston College, the University of Washington, the University of Chicago and the Wharton School. He is a former President of the Society of Financial Studies and the Western Finance Association and a former Editor of the Review of Financial Studies and the Journal of Empirical Finance. He is the founding Executive Editor of the Review of Asset Pricing Studies. He has served as an Associate Editor for several journals and as the Faculty Coordinator for the Ph.D program in Finance at the Marshall School at USC. He has written lots of papers. His forthcoming book, “Empirical Asset Pricing: Models and Methods (MIT Press) is targeted at doctoral and advance Masters students in asset pricing.