Eugene F. Fama
Robert R. McCormick Distinguished Service Professor of Finance
Eugene F. Fama
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Eugene F. Fama
Teaching
Readings
Readings
Fama -- APT Note
Fama -- Multifactor Portfolio Efficiency and Multifactor Asset Pricing - Corrected Original Equations Version
Fama -- Determining the Number of Priced State Variables - Corrected Version Original Equations
Fama -- Cross-Section Versus Time-Series Tests of Asset Pricing Models - November 2015
Fama and French -- Incremental Variables and the Investment Opportunity Set
Fama and French -- Dissecting Anomalies with a Five-factor Model_RFS Jan 2016
Fama and French -- A Five-Factor Asset Pricing Model
Fama and French -- Size, value and momentum in international stock returns.
Fama and French -- The Value Premium and the CAPM
Fama and French -- Dissecting Anomalies
Fama and French -- Business Conditions and Expected Returns on Stocks and Bonds
Fama and French -- The Cross-Section of Expected Stock Returns
Fama and French -- Common Risk Factors in the Returns on Stocks and Bonds
Fama and French -- Size and Book-to-Market Factors in Earnings and Returns
Fama and French -- Multifactor Explanations of Asset Pricing Anomalies
Fama and French -- Value versus Growth: The International Evidence
Fama and French -- Disagreement, Tastes, and Asset Pricing
Fama and French -- Luck versus Skill in the Cross Section of Mutual Fund Returns
Fama and Schwert -- Asset Returns and Inflation
Jaffe -- Special Information and Insider Trading
Huberman and Kandel -- Mean Variance Spanning
Stambaugh -- On the Exclusion of Assets from Tests of the Two-Parmeter Model
Gibbons, Ross, and Shanken -- A Test of the Efficiency of a Given Portfolio
Seyhun -- Insider Profits
Fama - Spanning Notes_November 11 2015
Fama French -- International Tests of a Five-Factor Asset-Pricing Model June 2016
Fama and French -- Choosing Factors - August 2016