• Thumbnail for Eugene Fama
    Eugene Francis "Gene" Fama (/ˈfɑːmə/; born February 14, 1939) is an American economist, best known for his empirical work on portfolio theory, asset pricing...
    15 KB (1,473 words) - 22:20, 28 September 2024
  • management the Fama–French three-factor model is a statistical model designed in 1992 by Eugene Fama and Kenneth French to describe stock returns. Fama and French...
    13 KB (1,591 words) - 20:19, 17 December 2024
  • led by Gary Becker, as well as macroeconomists Robert Lucas Jr. and Eugene Fama. A further significant branching of Chicago thought was dubbed by George...
    48 KB (5,166 words) - 08:12, 10 December 2024
  • Thumbnail for Myron Scholes
    Michael Jensen and Richard Roll, and he had the opportunity to study with Eugene Fama and Merton Miller, researchers who were developing the relatively new...
    12 KB (1,235 words) - 04:46, 24 December 2024
  • Thumbnail for Efficient-market hypothesis
    Bachelier, Mandelbrot, and Samuelson, but is closely associated with Eugene Fama, in part due to his influential 1970 review of the theoretical and empirical...
    51 KB (6,191 words) - 12:59, 22 December 2024
  • of Chicago Graduate School of Business. Elizabeth is the daughter of Eugene Fama. She is married to economist John H. Cochrane and, together, they have...
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  • Chicago Booth School of Business. He has worked on asset pricing with Eugene Fama. They wrote a series of papers that cast doubt on the validity of the...
    5 KB (473 words) - 04:11, 20 July 2024
  • professors and other historical figures in the university community, such as Eugene Fama. Traditionally only first years were required to live in housing, but...
    155 KB (13,714 words) - 11:20, 31 December 2024
  • Thumbnail for Robert J. Shiller
    influential economists of the world; and was still on the list in 2019. Eugene Fama, Lars Peter Hansen and Shiller jointly received the 2013 Nobel Memorial...
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  • California. The company’s founders studied at the University of Chicago under Eugene Fama. Kenneth French is co-chair of the firm's investment research committee...
    8 KB (632 words) - 18:57, 21 November 2024
  • Eugene Fama and Kenneth French, who created "research indexes" in order to develop asset pricing models, such as their Three Factor Model. The Fama–French...
    43 KB (5,119 words) - 08:23, 23 December 2024
  • C. Jensen, Eugene Fama, and Robert C. Merton in 1974. The following persons are or have been editors-in-chief of the journal: Eugene Fama, 1974-1977 Michael...
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  • Price Theory. Chicago: University of Chicago Press. ISBN 0-226-43200-9. Fama, Eugene F.; Merton H. Miller (1972). The Theory of Finance. New York: Holt, Rinehart...
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  • the greater risk-adjusted return of value stocks over growth stocks. Eugene Fama and Kenneth French first identified the premium in 1992, using a measure...
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  • Look up fama in Wiktionary, the free dictionary. Fama or FAMA may refer to: Eugene Fama (born 1939), American economist Mary Fama (1938–2021), New Zealand...
    1 KB (150 words) - 02:30, 12 October 2023
  • CRSP database. Roll has co-authored major papers with Stephen Ross, Eugene Fama, Michael Jensen and Kenneth French. Roll took an Assistant Professor...
    5 KB (452 words) - 18:26, 5 November 2024
  • published in the Journal of Financial Economics. The award is named after Eugene Fama, who is a co-founding advisory editor of the journal, a financial economist...
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  • bubble territory and that US Stock prices are high. Finance professor Eugene Fama of The University of Chicago has written that Shiller "has been consistently...
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  • Thus it holds that technical analysis cannot be effective. Economist Eugene Fama published the seminal paper on the EMH in the Journal of Finance in 1970...
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  • leaving in 1971 with an M.B.A. degree. He was a research assistant to Eugene Fama, and he met his future business partner, Rex Sinquefield, at the school...
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  • Investors are constantly seeking investments that have higher alpha. Since Eugene Fama, many academics believe financial markets are too efficient to allow...
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  • Thumbnail for Andrew Lo
    Guggenheim, and Sloan fellowships; the Paul A. Samuelson Award; the Eugene Fama Prize; the IAFE-SunGard Financial Engineer of the Year award; the Global...
    15 KB (1,317 words) - 14:51, 28 December 2024
  • Thumbnail for Capital asset pricing model
    at the same time to all investors. In their 2004 review, economists Eugene Fama and Kenneth French argue that "the failure of the CAPM in empirical tests...
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  • with high price-book ratios in the United States and other nations. Eugene Fama and Kenneth French incorporated a price-book term in their influential...
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  • Thumbnail for Share price
    takes market sentiment into account. But some economists, for example Eugene Fama, argue that most of these patterns occur accidentally, rather than as...
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  • model 1967 – Edward O. Thorp and Sheen Kassouf, Beat the Market 1972 – Eugene Fama and Merton Miller, Theory of Finance 1972 – Martin L. Leibowitz and Sydney...
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  • Thumbnail for William A. Niskanen
    Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth French Campbell Harvey Lars Peter Hansen...
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  • Thumbnail for Steven Levitt
    Easterbrook Business and finance Harry Markowitz Myron Scholes Merton Miller Julian Lincoln Simon Eugene Fama Kenneth French Campbell Harvey Lars Peter Hansen...
    18 KB (1,782 words) - 20:49, 9 September 2024
  • annual salary of $750,000/year even though they want to get an MBA under Eugene Fama at the University of Chicago Booth School of Business. They (Taylor)...
    110 KB (2,494 words) - 09:52, 2 December 2024
  • Thumbnail for Milton Friedman
    / Christopher A. Sims 2012: Alvin E. Roth / Lloyd S. Shapley 2013: Eugene F. Fama / Lars Peter Hansen / Robert J. Shiller 2014: Jean Tirole 2015: Angus...
    158 KB (16,221 words) - 14:00, 30 December 2024