Kenneth R. French
|Kenneth R. French|
March 10, 1954|
Franklin, New Hampshire
|Alma mater||University Rochester|
|Occupation||Academic , neo-classical economics|
|Years active||Since 2001|
|Notable work||Fama-French three-factor model|
|Awards||James R. Vertin Award|
|Website||French at Dartmouth|
Kenneth R. French is the Carl E. and Catherine M. Heidt Professor of Finance at the Tuck School of Business, Dartmouth College.
French’s recent research focuses on empirical estimates of the cross-section of expected stock returns, the cost of capital, dividend policy, and capital structure. He is noted for the three factor model, which he has researched in partnership with Eugene F. Fama.
In 2013, Fama and French introduced a five-factor asset pricing model, adding profitability and investment factors to augment the three-factor model.
In 2014 French received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.
French has co-authored four award-winning papers:
|2006||Jensen Prize (second place)||Profitability, Investment, and Average Returns|
|2004||Fama-DFA Prize (second place)||New lists: Fundamentals and survival rates|
|2001||Jensen Prize (second place)||Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay|
|1992||Smith-Breeden Prize||The Cross-Section of Expected Stock Returns|
- John Y. Campbell et al, The Squam Lake Report: Fixing the Financial System, with the Squam Lake Group (Kenneth French, Chair), Princeton University Press, (2010). ISBN 978-1405125048
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- "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
- Fama, Eugene F.; French, Ken (2006). Profitability, Investment, and Average Returns. Journal of Financial Economics. CFA Institute. https://www.cfainstitute.org/learning/products/publications/dig/Pages/dig.v37.n2.4595.aspx.
- Fama, Eugene F.; French, Ken (2004). New lists: Fundamentals and survival rates. Journal of Financial Economics. North-Holland. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=yP7euFUAAAAJ&cstart=60&sortby=pubdate&citation_for_view=yP7euFUAAAAJ:TQgYirikUcIC.
- 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. http://ssrn.com/abstract=203092.
- Fama, Eugene F.; French, Ken (1992). The Cross-Section of Expected Stock Returns. Journal of Finance. Blackwell Publishing Ltd. pp. 427-465. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=yP7euFUAAAAJ&citation_for_view=yP7euFUAAAAJ:9yKSN-GCB0IC.
- Home page
- Author page, Academic search (beta)
- Kenneth French : Citation Profile, CitEc
- SSRN Working Papers
- Fama/French Forum