Kenneth R. French

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Kenneth R. French
KenFrench.jpg
Born March 10, 1954
Franklin, New Hampshire
Nationality American
Alma mater University Rochester
Occupation Academic , neo-classical economics
Years active Since 2001
Organization Dartmouth College
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.

Papers

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.[1]

French has co-authored four award-winning papers:

Year Award Study
2006 Jensen Prize (second place) Profitability, Investment, and Average Returns[2]
2004 Fama-DFA Prize (second place) New lists: Fundamentals and survival rates[3]
2001 Jensen Prize (second place) Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay[4]
1992 Smith-Breeden Prize The Cross-Section of Expected Stock Returns[5]

Books

  • 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

Blog

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See also

References

External links