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Ferson is from the University of Washington School of Business Administration, Department of Finance and Business Economics DJ-10, Seattle, Washington 98195, and Schadt is from the Edwin L. Cox School of Business, Southern Methodist University, Dallas, Texas 75275–0333. We thank numerous colleagues for comments and helpful discussions, including Connie Becker, David P. Brown, Stephen Brown, Jon Christopherson, John Cochrane, William Goetzmann, Mark Grinblatt, Campbell Harvey, Ravi Jagannathan, Debbie Lucas, Jianping Mei, Ed Rice, the editor René Stulz, Bill Sharpe, Andy Siegel, Karl Snow, and an anonymous referee. Vincent Warther deserves special recognition for providing some of the empirical analysis described herein, and David Modest and Peter Knez deserve thanks for supplying some of the data. This paper was presented in workshops at the Universities of Alberta, Arizona State, British Columbia, California at Los Angeles, Chicago, Notre Dame, Oklahoma, Washington, and at J. P. Morgan Investment Management, and at the following conferences: the 1993 European Finance Association, the 1994 National Bureau of Economic Research Summer Institute, the third annual Osaka Conference on Finance, the 1994 Southwestern Finance Association and the 1994 Western Finance Association. Ferson acknowledges financial support from the Pigott-Paccar professorship at the University of Washington.
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Measuring Fund Strategy and Performance in Changing Economic Conditions
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1996.tb02690.x
1996 The American Finance Association
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How to Cite
FERSON, W. E. and SCHADT, R. W. (1996), Measuring Fund Strategy and Performance in Changing Economic Conditions. The Journal of Finance, 51: 425–461. doi: 10.1111/j.1540-6261.1996.tb02690.x
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Ferson is from the University of Washington School of Business Administration, Department of Finance and Business Economics DJ-10, Seattle, Washington 98195, and Schadt is from the Edwin L. Cox School of Business, Southern Methodist University, Dallas, Texas 75275–0333. We thank numerous colleagues for comments and helpful discussions, including Connie Becker, David P. Brown, Stephen Brown, Jon Christopherson, John Cochrane, William Goetzmann, Mark Grinblatt, Campbell Harvey, Ravi Jagannathan, Debbie Lucas, Jianping Mei, Ed Rice, the editor René Stulz, Bill Sharpe, Andy Siegel, Karl Snow, and an anonymous referee. Vincent Warther deserves special recognition for providing some of the empirical analysis described herein, and David Modest and Peter Knez deserve thanks for supplying some of the data. This paper was presented in workshops at the Universities of Alberta, Arizona State, British Columbia, California at Los Angeles, Chicago, Notre Dame, Oklahoma, Washington, and at J. P. Morgan Investment Management, and at the following conferences: the 1993 European Finance Association, the 1994 National Bureau of Economic Research Summer Institute, the third annual Osaka Conference on Finance, the 1994 Southwestern Finance Association and the 1994 Western Finance Association. Ferson acknowledges financial support from the Pigott-Paccar professorship at the University of Washington.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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