Eugene Francis "Gene" Fama (/ˈfɑːmə/; born February 14, 1939) is an American economist, best known for his empirical work on portfolio theory, asset pricing...

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...

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...

Bachelier, Mandelbrot, and Samuelson, but is closely associated with Eugene Fama, in part due to his influential 1970 review of the theoretical and empirical...

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...

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...

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...

CRSP database. Roll has co-authored major papers with Stephen Ross, Eugene Fama, Michael Jensen and Kenneth French. Roll took an Assistant Professor...

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...

professors and other historical figures in the University community, such as Eugene Fama. Traditionally only first years were required to live in housing, but...

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...

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...

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...

of Chicago Graduate School of Business. Elizabeth is the daughter of Eugene Fama. She is married to John H. Cochrane and, together, they have four children...

errors in regression analysis IHS EViews (2014). "Fama-MacBeth Two-Step Regression" (PDF). Fama, Eugene F.; MacBeth, James D. (1973). "Risk, Return, and...

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...

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...

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...

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...

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...

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...

Investors are constantly seeking investments that have higher alpha. Since Eugene Fama, many academics believe financial markets are too efficient to allow...

Guggenheim, and Sloan fellowships; the Paul A. Samuelson Award; the Eugene Fama Prize; the IAFE-SunGard Financial Engineer of the Year award; the Global...

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...

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...

In the 1970s Eugene Fama defined an efficient financial market as "one in which prices always fully reflect available information". Fama identified three...

price movements from historical data. But some economists, for example Eugene Fama, argue that most of these patterns occur accidentally, rather than as...

portfolios should be compared with various sector returns. In 1972, Eugene Fama's Components of Investment Performance suggested decomposing observed...

Professors Merton Miller (1990 co-winner of the Nobel Prize in Economics) and Eugene Fama (2013 co-winner of the Nobel Prize in Economics). Between 1967 and 1988...

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...