Heber Farnsworth

Assistant Professor of Finance
Department: Finance
Office: 336 Business Building
Phone: 814-867-0068
Fax: 814-865-3362
E-mail: hkf1@psu.edu

Publication List

Philip H. Dybvig, Heber K. Farnsworth, and Jennifer N. Carpenter , "Portfolio Performance and Agency", Review of Financial Studies, January 2010, 23, pp. 1 -23.

Heber K. Farnsworth, "Evaluating Stochastic Discount Factors from Term Structure Models", Journal of Empirical Finance, 16, pp. 852-861 .

Heber K. Farnsworth and Tao Li, "The Dynamics of Credit Spreads and Ratings Migrations", Journal of Financial and Quantitative Analysis, 42, pp. 595-620.

Education

Ph.D., Finance, University of Washington,  1997 
B.A., Economics, Brigham Young University,  1992