Wayne Ferson

Wayne Ferson is the Ivadelle and Theodore Johnson Chair of Banking and Finance, Marshall School of Business, University of Southern California and Research Associate, National Bureau of Economic Research (since 1995). Specialties include investment performance evaluation, mutual funds, asset pricing, empirical methods.

Papers
Ferson is a winner of the Bernstein Fabozzi/Jacobs Levy Award for 1999-2000 as co-author of Performance Evaluation using Conditional Alphas and Betas. He received a 1991 Graham and Dodd Scroll Award as co-author of Sources of Predictability in Portfolio Returns.