Author Page for Heber Farnsworth

Portfolio Performance and Agency

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Citation 19

6

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

Abstract:

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)

Abstract:

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)

Abstract:

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)

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

3.

Performance Evaluation with Stochastic Discount Factors

Downloads 437 ( 91,679)

Citation 33

3

Performance Evaluation with Stochastic Discount Factors

Number of pages: 38 Posted: 26 Feb 2002

Heber Farnsworth, Wayne E. Ferson, David Jackson and Steven K. Todd

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)

Abstract:

Performance Evaluation with Stochastic Discount Factors

NBER Working Paper No. w8791

Number of pages: 50 Posted: 14 Feb 2002 Last Revised: 04 Apr 2022

Heber Farnsworth, Wayne E. Ferson, David Jackson and Steven K. Todd

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

Abstract:

Performance Evaluation with Stochastic Discount Factors

Posted: 17 Apr 2002

Heber Farnsworth, Wayne E. Ferson, David Jackson and Steven K. Todd

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

Abstract:

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)

Abstract:

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

Abstract:

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)

Abstract:

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

Abstract:

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)

Abstract:

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

Heber Farnsworth

University of Oklahoma - Michael F. Price College of Business

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Scholarly Papers (9)

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