Historical Archives: Apr 22, 2010
Thu, April 22, 2010
Wayne Ferson, Ivadelle and Theodore Johnson Chair of Banking and Finance, Marshall School of Business, USC; co-author, Testing Portfolio Efficiency with Conditioning Information (2009) and Asset Pricing Models with Conditional Alphas and Betas: The Effects of Data Snooping and Spurious Regression (2008); "The Problem of Alpha and Performance Measurement"