Eugene F. Fama
Robert R. McCormick Distinguished Service Professor of Finance
  • Eugene F. Fama
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  1. Eugene F. Fama
  2. Research

Research

Foundations of Finance

  • Chapter 1 The Behavior of Stock Market Returns
  • Chapter 2 The Distribution of the Return on a Portfolio
  • Chapter 3 The Market Model Theory and Estimation
  • Chapter 4 The Market Model Estimates
  • Chapter 5 Efficient Capital Markets
  • Chapter 6 Short Term Interest Rates as Predictors of Inflation
  • Chapter 7 The Two Parameter Portfolio Model
  • Chapter 8 Capital Market Equilibrium in a Two Parameter World
  • Chapter 9 The Two Parameter Model Empirical Tests
  • Preface

Theory of Finance

  • Chapter 1 A Model of the Accumulation and Allocation of Wealth by Individuals
  • Chapter 2 Extension of the Model to Durable Commodities Production
  • Chapter 3 Criteria For Optimal Investment Decsions
  • Chapter 4 Financing Decisions, Investment Decisions, and the Cost of Capital
  • Chapter 5 The Expected Utility Approach to the Problem of Choice under Uncertainty
  • Chapter 6 The Two Period Consumption Investment Model
  • Chapter 7 Risk, Return, and Market Equilibrium
  • Chapter 8 Multiperiod Models
  • The Theory of Finance Preface and Table of Contents

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