Standout Papers

The Variation of Economic Risk Premiums 1991 2026 2002 2014 1.2k
  1. The Variation of Economic Risk Premiums (1991)
    Wayne E. Ferson, Campbell R. Harvey Journal of Political Economy
  2. Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)
    Wayne E. Ferson et al. The Journal of Finance
  3. The Risk and Predictability of International Equity Returns (1993)
    Wayne E. Ferson, Campbell R. Harvey Review of Financial Studies
  4. Conditioning Variables and the Cross Section of Stock Returns (1999)
    Wayne E. Ferson, Campbell R. Harvey The Journal of Finance

Immediate Impact

22 by Nobel laureates 1 from Science/Nature 153 standout
Sub-graph 1 of 13

Citing Papers

Taming the Factor Zoo: A Test of New Factors
2020 Standout
The Global Crisis and Equity Market Contagion
2014 Standout
16 intermediate papers

Works of Wayne E. Ferson being referenced

The Variation of Economic Risk Premiums
1991 Standout
Testing asset pricing models with changing expectations and an unobservable market portfolio
1985
and 16 more

Author Peers

Author Last Decade Papers Cites
Wayne E. Ferson 8615 5391 2883 2970 87 9.5k
Martin Lettau 8048 5937 3179 3048 75 9.6k
Philippe Jorion 7900 5734 3055 3686 103 10.8k
Amit Goyal 5909 3769 1508 2211 92 7.3k
Bruno Solnik 7369 5660 2985 1871 84 8.6k
David A. Hsieh 6702 5205 1978 1974 60 8.1k
Matthew Richardson 5910 4110 1566 2199 114 7.1k
Donald B. Keim 7038 4037 1280 3902 69 8.0k
John H. Cochrane 8626 7692 5292 3224 110 12.5k
Kenneth Froot 5586 5470 2810 4149 78 9.4k
Pietro Veronesi 6042 6046 2476 3228 68 9.1k

All Works

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2026