Research

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Eugene F. Fama

Robert R. McCormick
Distinguished Service Professor of Finance

Portal | Booth Home | University of Chicago

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