Eugene F. Fama
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Eugene F. Fama | |
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Born | February 14, 1939 Boston, Massachusetts |
Nationality | American |
Alma mater | University of Chicago |
Occupation | Academic , financial economics |
Notable work | Fama-French three-factor model Efficient-market hypothesis |
Awards | Nobel Memorial Prize in Economics (2013) |
Website | Research page |
Eugene F. Fama is the Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago
Fama categorizes his research efforts as
- Portfolio Theory and Asset Pricing
- Corporate Finance: Theoretical, Empirical
- General Economics: Theoretical, Empirical
- General Statistics: Theoretical, Empirical
Major research
Fama is especially known for his work on market efficiency, and on the three factor model, which he has researched in partnership with Ken R. French. Fama was awarded the Nobel Prize in Economic Sciences in 2013.[1]
In 2013, Fama and French introduced a five-factor asset pricing model, adding profitability and investment factors to augment the three-factor model.
Papers
Fama is the author/co-author of five award-winning papers:[2][3]
Year | Award | Study |
---|---|---|
2006 | Jensen Prize (second place) | Profitability, Investment, and Average Returns[4] |
2004 | Fama-DFA Prize (second place) | New lists: Fundamentals and survival rates[5] |
2001 | Jensen Prize (second place) | Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay[6] |
1998 | Fama-DFA Prize | Market Efficiency Long-Term Returns and Behavioral Finance[7] |
1992 | Smith-Breeden Prize | The Cross-Section of Expected Stock Returns[8] |
Blog
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See also
References
- ↑ Nobelprize.org, The Official Web Site of the Nobel Prize
- ↑ "Amundi Smith Breeden Prizes". American Finance Association. Retrieved December 17, 2015.
- ↑ "Jensen and Fama-DFA Prizes". Journal of Financial Economics. Retrieved December 17, 2015.
- ↑ Fama, Eugene F.; French, Ken (2006). Profitability, Investment, and Average Returns. Journal of Financial Economics. CFA Institute. Retrieved December 17, 2015.
- ↑ Fama, Eugene F.; French, Ken (2004). New lists: Fundamentals and survival rates. Journal of Financial Economics. North-Holland. Retrieved December 17, 2015.
- ↑ Fama, Eugene F.; French, Ken (2001). Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay. Journal of Financial Economics. Oxford University Press. pp. 229–269. Retrieved December 17, 2015.
- ↑ Fama, Eugene F. (2003). Market Efficiency Long-Term Returns and Behavioral Finance. Journal of Financial Economics. North-Holland. pp. 283–306. Retrieved December 17, 2015.
- ↑ Fama, Eugene F.; French, Ken (1992). The Cross-Section of Expected Stock Returns. Journal of Finance. Blackwell Publishing Ltd. pp. 427–465. Retrieved December 17, 2015.
External links
- Home page
- Fama/French Forum
- Author page, Academic search (beta)
- Eugene F. Fama, Sr. : Citation Profile, CitEc
- Google Scholars page
- RePEc/IDEAS
- SSRN Working Papers