Heber Farnsworth

University of Oklahoma - Michael F. Price College of Business

307 West Brooks

Norman, OK 73019-4004

United States

SCHOLARLY PAPERS

9

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2,286

SSRN CITATIONS
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Top 7,002

in Total Papers Citations

55

CROSSREF CITATIONS

131

Scholarly Papers (9)

1.
Downloads 808 ( 42,109)
Citation 19

Portfolio Performance and Agency

Number of pages: 28 Posted: 21 Jun 2004
Jennifer N. Carpenter, Philip H. Dybvig and Heber Farnsworth
New York University (NYU) - Department of Finance, Washington University in St. Louis - John M. Olin Business School and University of Oklahoma - Michael F. Price College of Business
Downloads 616 (59,422)
Citation 10

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Portfolio Performance and Agency

NYU Working Paper No. S-AM-99-01
Number of pages: 32 Posted: 13 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
Downloads 102 (352,439)

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Portfolio Performance and Agency

NYU Working Paper No. SC-AM-04-03
Number of pages: 26 Posted: 04 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
Downloads 40 (572,351)

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Portfolio Performance and Agency

NYU Working Paper No. FIN-99-046
Number of pages: 31 Posted: 11 Nov 2008
Heber Farnsworth, Philip H. Dybvig and Jennifer N. Carpenter
University of Oklahoma - Michael F. Price College of Business, Washington University in St. Louis - John M. Olin Business School and New York University (NYU) - Department of Finance
Downloads 30 (631,845)

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Portfolio Performance and Agency

NYU Working Paper No. FIN-03-031
Number of pages: 26 Posted: 11 Nov 2008
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
Downloads 20 (707,113)
Citation 2

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Portfolio Performance and Agency

The Review of Financial Studies, Vol. 23, Issue 1, pp. 1-23, 2009
Posted: 25 Jan 2010
Philip H. Dybvig, Heber Farnsworth and Jennifer N. Carpenter
Washington University in St. Louis - John M. Olin Business School, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance

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D82, G11

2.

The Dynamics of Credit Spreads and Ratings Migrations

Journal of Financial and Quantitative Analysis, Vol. 42, No. 3, pp. 595-620, 2007
Number of pages: 35 Posted: 15 Jun 2006
Heber Farnsworth and Tao Li
University of Oklahoma - Michael F. Price College of Business and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 546 (70,058)
Citation 1

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Defaultable Term Structure, Credit Spreads, Credit Ratings

Performance Evaluation with Stochastic Discount Factors

Number of pages: 38 Posted: 26 Feb 2002
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Downloads 389 (104,059)

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Performance evaluation, stochastic discount factors, mutual funds, conditional asset pricing

Performance Evaluation with Stochastic Discount Factors

NBER Working Paper No. w8791
Number of pages: 50 Posted: 14 Feb 2002 Last Revised: 04 Apr 2022
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago
Downloads 48 (531,849)
Citation 1

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Performance Evaluation with Stochastic Discount Factors

Posted: 17 Apr 2002
University of Oklahoma - Michael F. Price College of Business, University of Southern California, Carleton University - Eric Sprott School of Business and Loyola University of Chicago

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4.

Energy Finance

Number of pages: 48 Posted: 14 Jul 2021 Last Revised: 18 Oct 2021
William L. Megginson, Heber Farnsworth and Bing (Violet) Xu
University of Oklahoma, University of Oklahoma - Michael F. Price College of Business and University of Oklahoma
Downloads 148 (266,897)

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Global energy industry; Oil and gas exploration; Electricity production and distribution; Capital investment; Climate change

5.

The Term Structure with Credible and Semi-Credible Targeting

Charles A. Dice Center Working Paper 98-2
Number of pages: 31 Posted: 28 Apr 1998
Heber Farnsworth and Richard F. Bass
University of Oklahoma - Michael F. Price College of Business and University of Connecticut - Department of Mathematics
Downloads 134 (288,412)
Citation 5

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6.

Performance Evaluation, Contracts, and Flows in Efficient Markets

Number of pages: 43 Posted: 28 Mar 2013 Last Revised: 01 Sep 2021
Heber Farnsworth
University of Oklahoma - Michael F. Price College of Business
Downloads 98 (359,128)

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Portfolio Performance, Updating, Market Efficiency

7.

Reputation and Portfolio Management Contracts

Number of pages: 46 Posted: 15 May 2011 Last Revised: 09 Jun 2012
Heber Farnsworth
University of Oklahoma - Michael F. Price College of Business
Downloads 84 (394,958)
Citation 16

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8.

Equilibrium Models and Option Prices

Number of pages: 36 Posted: 10 May 2018 Last Revised: 17 May 2018
Heber Farnsworth
University of Oklahoma - Michael F. Price College of Business
Downloads 31 (609,505)

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Dividend Strips, Index Options, Isoelastic Recursive Utility

9.

The Term Structure with Semi-Credible Targeting

Posted: 21 Aug 2003
Heber Farnsworth and Richard F. Bass
University of Oklahoma - Michael F. Price College of Business and University of Connecticut - Department of Mathematics

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