The Fama Portfolio: Selected Papers of Eugene F. Fama 1st Edition by Eugene F. Fama, John H. Cochrane, Tobias J. Moskowitz – Ebook PDF Instant Download/Delivery: 022642684X, 978-0226426846
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ISBN 10: 022642684X
ISBN 13: 978-0226426846
Author: Eugene F. Fama, John H. Cochrane, Tobias J. Moskowitz
Few scholars have been as influential in finance and economics as University of Chicago professor Eugene F. Fama. Over the course of a brilliant and productive career, Fama has published more than one hundred papers, filled with diverse, highly innovative contributions.
Published soon after the fiftieth anniversary of Fama’s appointment to the University of Chicago and his receipt of the Nobel Prize in Economics, The Fama Portfolio offers an authoritative compilation of Fama’s central papers. Many are classics, including his now-famous essay on efficient capital markets. Others, though less famous, are even better statements of the central ideas. Fama’s research considers key questions in finance, both as an academic field and an industry: How is information reflected in asset prices? What is the nature of risk that scares people away from larger returns? Does lots of buying and selling by active managers produce value for their clients? The Fama Portfolio provides for the first time a comprehensive collection of his work and includes introductions and commentary by the book’s editors, John H. Cochrane and Tobias Moskowitz, as well as by Fama’s colleagues, themselves top scholars and successful practitioners in finance. These essays emphasize how the ideas presented in Fama’s papers have influenced later thinking in financial economics, often for decades.
The Fama Portfolio Selected Papers of Eugene Fama 1st Table of contents:
I. Introductions
My Life in Finance
Things I’ve Learned from Gene Fama
Gene Fama’s Impact: A Quantitative Analysis
II. Efficient Markets
Efficient Markets and Empirical Finance
The Great Divide
Efficient Capital Markets: A Review of Theory and Empirical Work
Efficient Capital Markets: II
Market Efficiency, Long-Term Returns, and Behavioral Finance
III. Efficiency Applied: Event Studies and Skill
Fama, Fisher, Jensen, and Roll (1969): Retrospective Comments
Eugene Fama and Industrial Organization
The Adjustment of Stock Prices to New Information
Luck versus Skill
Luck versus Skill and Factor Selection
Luck versus Skill in the Cross-Section of Mutual Fund Returns
IV. Risk and Return
Risk and Return
Risk, Return, and Equilibrium: Empirical Tests
The Cross-Section of Expected Stock Returns
Common Risk Factors in the Returns on Stocks and Bonds
Multifactor Explanations of Asset Pricing Anomalies
V. Return Forecasts and Time-Varying Risk Premiums
Return Forecasts and Time-Varying Risk Premiums
Short-Term Interest Rates as Predictors of Inflation
Forward Rates as Predictors of Future Spot Rates
Forward and Spot Exchange Rates
Dividend Yields and Expected Stock Returns
The Information in Long-Maturity Forward Rates
VI. Corporate Finance and Banking
Corporate Finance
Agency Problems and the Theory of the Firm
Separation of Ownership and Control
Dividend Policy: An Empirical Analysis
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