Eugene Fama
Affiliations: | University of Chicago, Chicago, IL |
Area:
FinanceWebsite:
https://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2013/fama-bio.htmlGoogle:
"Eugene Fama"Bio:
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013 was awarded jointly to Eugene F. Fama, Lars Peter Hansen and Robert J. Shiller for their empirical analysis of asset prices
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Parents
Sign in to add mentorBenoît B. Mandelbrot | grad student | (Physics Tree) | |
Harry V. Roberts | grad student | 1954 | Chicago |
Merton H. Miller | grad student | 1964 | Chicago |
Children
Sign in to add traineeGautam Kaul | grad student | ||
Vikram K. Nanda | grad student | ||
Myron S. Scholes | grad student | 1969 | Chicago |
G. William Schwert | grad student | 1975 | Chicago |
Peter Hecht | grad student | 2000 | Chicago |
Tuomo O. Vuolteenaho | grad student | 2000 | Chicago |
Karl B. Diether | grad student | 2004 | Chicago |
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Publications
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Fama EF, French KR. (2016) Dissecting Anomalies with a Five-Factor Model Review of Financial Studies. 29: 69-103 |
Fama EF, French KR. (2015) A five-factor asset pricing model Journal of Financial Economics. 116: 1-22 |
Fama EF. (2014) Two pillars of asset pricing American Economic Review. 104: 1467-1485 |
Fama EF, Litterman R. (2012) An experienced view on markets and investing Financial Analysts Journal. 68: 15-19 |
Fama E. (2012) Agency problems and the theory of the firm The Economic Nature of the Firm: a Reader, Third Edition. 270-282 |
Fama EF, French KR. (2012) Size, value, and momentum in international stock returns Journal of Financial Economics. 105: 457-472 |
Fama EF, French KR. (2010) Luck versus Skill in the cross-section of mutual fund returns Journal of Finance. 65: 1915-1947 |
Fama EF, French KR. (2008) Average returns, B/M, and share issues Journal of Finance. 63: 2971-2995 |
Fama EF, French KR. (2007) The anatomy of value and growth stock returns Financial Analysts Journal. 63: 44-54 |
Fama EF, French KR. (2007) Migration Financial Analysts Journal. 63: 48-58 |