百晓学者学者目录

Eugene F. Fama

University of Chicago

个人简介

Eugene F. Fama 是芝加哥大学教授，研究领域为经济学、计量经济学与金融学，以及工商管理与会计学。他的研究聚焦于市场（尤其是有效市场假说）、风险与预期收益的关系及其对投资组合管理的含义。他著有两本著作，发表学术论文逾百篇。

精选作品

期刊论文

  1. Eugene F. Fama, Kenneth R. French (2025). Michael C. Jensen's empirical work. Journal Of Financial Economics, Vol. 1720.DOI
  2. Eugene F. Fama, Kenneth R. French (2025). Is the Value Premium Smaller Than We Thought?: A Comment. Critical Finance Review.DOI
  3. Eugene F. Fama, Kenneth R. French (2024). House Prices and Rents. Review of Financial Studies.DOI
  4. Eugene F. Fama (2021). Contract costs, stakeholder capitalism, and ESG. European Financial Management, Vol. 270, No. 20.DOI
  5. Eugene F. Fama (2021). Taxes. European Financial Management, Vol. 270, No. 10.DOI
  6. Eugene F. Fama, Kenneth R. French (2020). Comparing Cross-Section and Time-Series Factor Models. Review Of Financial Studies, Vol. 330, No. 5.DOI
  7. Eugene F. Fama, Kenneth R. French (2020). The Value Premium. The Review of Asset Pricing Studies.DOI
  8. Eugene F. Fama (2019). Interest Rates and Inflation Revisited. The Review of Asset Pricing Studies.DOI
  9. Eugene F. Fama, Kenneth R. French (2018). Choosing factors. Journal Of Financial Economics, Vol. 1280, No. 2.DOI
  10. Eugene F. Fama, Kenneth R. French (2018). Volatility Lessons. Financial Analysts Journal, Vol. 740, No. 30.DOI
  11. Eugene F. Fama, Kenneth R. French (2018). Long-Horizon Returns. The Review of Asset Pricing Studies.DOI
  12. Eugene F. Fama, Kenneth R. French (2017). International tests of a five-factor asset pricing model. Journal Of Financial Economics, Vol. 1230, No. 3.DOI
  13. Eugene F. Fama (2017). The Fama Portfolio. University of Chicago Press.
  14. Eugene F. Fama (2017). Finance at the University of Chicago. Journal of Political Economy.DOI
  15. Eugene F. Fama, Kenneth R. French (2016). Dissecting Anomalies with a Five-Factor Model. Review Of Financial Studies, Vol. 290, No. 1.DOI
  16. Eugene F. Fama, Joel M. Stern (2016). A Look Back at Modern Finance: Accomplishments and Limitations. Journal of applied corporate finance.DOI
  17. Eugene F. Fama, Kenneth R. French (2015). Incremental variables and the investment opportunity set. Journal Of Financial Economics, Vol. 1170, No. 3.DOI
  18. Eugene F. Fama, Kenneth R. French (2015). A five-factor asset pricing model. Journal Of Financial Economics, Vol. 1160, No. 1.DOI
  19. Eugene F. Fama (2014). Two Pillars of Asset Pricing. American Economic Review, Vol. 1040, No. 6.DOI
  20. Eugene F. Fama (2013). Was There Ever a Lending Channel? European Financial Management, Vol. 190, No. 50.DOI
  21. Eugene F. Fama (2013). Does the Fed Control Interest Rates? The Review of Asset Pricing Studies.DOI
  22. Eugene F. Fama, Robert Litterman (2012). An Experienced View on Markets and Investing. Financial Analysts Journal, Vol. 680, No. 60.DOI
  23. Eugene F. Fama, Kenneth R. French (2012). Size, value, and momentum in international stock returns. Journal Of Financial Economics, Vol. 1050, No. 3.DOI
  24. Eugene F. Fama (2012). Capital Structure Choices. Critical Finance Review.DOI
  25. Eugene F. Fama (2011). My Life in Finance. Annual Review of Financial Economics.DOI
  26. Eugene F. Fama, Kenneth R. French (2010). Luck versus Skill in the Cross-Section of Mutual Fund Returns. Journal Of Finance, Vol. 650, No. 5.DOI
  27. Eugene F. Fama (2010). Gene Fama’s comments. Review of Quantitative Finance and Accounting.DOI
  28. Eugene F. Fama, Kenneth R. French (2008). Average Returns, B/M, and Share Issues. Journal Of Finance, Vol. 630, No. 6.DOI
  29. Eugene F. Fama, Kenneth R. French (2008). Dissecting anomalies. Journal Of Finance, Vol. 630, No. 4.DOI
  30. Eugene F. Fama, Kenneth R. French (2008). The Anatomy of Value and Growth Stock Returns. CFA Digest.DOI
  31. Eugene F. Fama, Kenneth R. French (2007). The anatomy of value and growth stock returns. Financial Analysts Journal, Vol. 630, No. 60.DOI
  32. Eugene F. Fama, Kenneth R. French (2007). Migration. Financial Analysts Journal, Vol. 630, No. 30.DOI
  33. Eugene F. Fama, Kenneth R. French (2007). Disagreement, tastes, and asset prices. Journal Of Financial Economics, Vol. 830, No. 3.DOI
  34. Eugene F. Fama, K. French (2007). O modelo de precificação de ativos de capital: teoria e evidências. Revista de Administração de Empresas.DOI
  35. Eugene F. Fama, Kenneth R. French (2007). Migration. CFA Digest.DOI
  36. Eugene F. Fama, Kenneth R. French (2006). Profitability, investment and average returns. Journal Of Financial Economics, Vol. 820, No. 3.DOI
  37. Eugene F. Fama, Kenneth R. French (2006). The value premium and the CAPM. Journal Of Finance, Vol. 610, No. 5.DOI
  38. Eugene F. Fama (2006). The Behavior of Interest Rates. Review of Financial Studies.DOI
  39. Eugene F. Fama, Kenneth R. French (2004). Financing decisions: who issues stock? Journal of Financial Economics.DOI
  40. Eugene F. Fama, Kenneth R. French (2004). The Capital Asset Pricing Model: Theory and Evidence. The Journal of Economic Perspectives.DOI
  41. Eugene F. Fama, Kenneth R. French (2004). New lists: Fundamentals and survival rates. Journal of Financial Economics.DOI
  42. Eugene F. Fama, Kenneth R. French (2002). Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. Review of Financial Studies.DOI
  43. Eugene F. Fama, Kenneth R. French (2001). Disappearing dividends: changing firm characteristics or lower propensity to pay? Journal of Financial Economics.DOI
  44. Eugene F. Fama, Kenneth R. French (1999). The Corporate Cost of Capital and the Return on Corporate Investment. The Journal of Finance.DOI
  45. Eugene F. Fama, Kenneth R. French (1998). Value versus Growth: The International Evidence. The Journal of Finance.DOI
  46. Eugene F. Fama, Kenneth R. French (1998). Taxes, Financing Decisions, and Firm Value. The Journal of Finance.DOI
  47. Eugene F. Fama, Kenneth R. French (1997). Industry costs of equity. Journal of Financial Economics.DOI
  48. Eugene F. Fama, Kenneth R. French (1996). The CAPM is Wanted, Dead or Alive. The Journal of Finance.DOI
  49. Eugene F. Fama (1996). Multifactor Portfolio Efficiency and Multifactor Asset Pricing. Journal of Financial and Quantitative Analysis.DOI
  50. Eugene F. Fama, Kenneth R. French (1996). Multifactor Explanations of Asset Pricing Anomalies. The Journal of Finance.DOI
  51. Eugene F. Fama (1996). Discounting Under Uncertainty. The Journal of Business.DOI
  52. Eugene F. Fama, Kenneth R. French (1995). Size and Book-to-Market Factors in Earnings and Returns. The Journal of Finance.DOI
  53. Eugene F. Fama (1995). Random Walks in Stock Market Prices. Financial Analysts Journal.DOI
  54. Eugene F. Fama, Kenneth R. French (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics.DOI
  55. Eugene F. Fama (1992). Transitory variation in investment and output. Journal of Monetary Economics.DOI
  56. Eugene F. Fama, Kenneth R. French (1992). The Cross‐Section of Expected Stock Returns. The Journal of Finance.DOI
  57. Eugene F. Fama (1991). Efficient Capital Markets: II. The Journal of Finance.DOI
  58. Eugene F. Fama (1990). Stock Returns, Expected Returns, and Real Activity. The Journal of Finance.DOI
  59. Eugene F. Fama (1990). Term-structure forecasts of interest rates, inflation and real returns. Journal of Monetary Economics.DOI
  60. Eugene F. Fama, Kenneth R. French (1989). Business conditions and expected returns on stocks and bonds. Journal of Financial Economics.DOI
  61. Eugene F. Fama, Kenneth R. French (1988). Dividend yields and expected stock returns. Journal of Financial Economics.DOI
  62. Eugene F. Fama (1986). Term premiums and default premiums in money markets. Journal of Financial Economics.DOI
  63. Eugene F. Fama, Michael C. Jensen (1985). Organizational forms and investment decisions. Journal of Financial Economics.DOI
  64. Eugene F. Fama (1985). What's different about banks? Journal of Monetary Economics.DOI
  65. Eugene F. Fama (1984). The information in the term structure. Journal of Financial Economics.DOI
  66. Eugene F. Fama (1984). Term premiums in bond returns. Journal of Financial Economics.DOI
  67. Eugene F. Fama (1984). Forward and spot exchange rates. Journal of Monetary Economics.DOI
  68. Eugene F. Fama, Michael R. Gibbons (1984). A comparison of inflation forecasts. Journal of Monetary Economics.DOI
  69. Eugene F. Fama (1983). Financial intermediation and price level control. Journal of Monetary Economics.DOI
  70. Eugene F. Fama, Michael R. Gibbons (1982). Inflation, real returns and capital investment. Journal of Monetary Economics.DOI
  71. Eugene F. Fama (1980). Banking in the theory of finance. Journal of Monetary Economics.DOI
  72. Eugene F. Fama, G. William Schwert (1977). Asset returns and inflation. Journal of Financial Economics.DOI
  73. Eugene F. Fama (1977). Risk-adjusted discount rates and capital budgeting under uncertainty. Journal of Financial Economics.DOI
  74. Eugene F. Fama, G. William Schwert (1977). Human capital and capital market equilibrium. Journal of Financial Economics.DOI
  75. Eugene F. Fama (1976). Forward rates as predictors of future spot rates. Journal of Financial Economics.DOI
  76. Eugene F. Fama (1976). REPLY. The Journal of Finance.DOI
  77. Eugene F. Fama, James D. MacBeth (1974). LONG‐TERM GROWTH IN A SHORT‐TERM MARKET. The Journal of Finance.DOI
  78. Eugene F. Fama, James D. MacBeth (1974). Tests of the multiperiod two-parameter model. Journal of Financial Economics.DOI
  79. Eugene F. Fama (1973). A NOTE ON THE MARKET MODEL AND THE TWO‐PARAMETER MODEL. The Journal of Finance.DOI
  80. Eugene F. Fama (1972). The theory of finance. Holt, Rinehart and Winston.
  81. Eugene F. Fama (1972). COMPONENTS OF INVESTMENT PERFORMANCE*. The Journal of Finance.DOI
  82. Eugene F. Fama, Richard W. Roll (1971). Parameter Estimates for Symmetric Stable Distributions. Journal of the American Statistical Association.DOI
  83. Gary D. Eppen, Eugene F. Fama (1971). Three Asset Cash Balance and Dynamic Portfolio Problems. Management Science.DOI
  84. Eugene F. Fama, Harvey Babiak (1968). Dividend Policy: An Empirical Analysis. Journal of the American Statistical Association.DOI
  85. Eugene F. Fama, Richard W. Roll (1968). Some Properties of Symmetric Stable Distributions. Journal of the American Statistical Association.DOI
  86. Eugene F. Fama (1968). RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS. The Journal of Finance.DOI
  87. Eugene F. Fama (1965). Portfolio Analysis in a Stable Paretian Market. Management Science.DOI
  88. Stephen A. Zeff, Nicholas Dopuch, Eugene F. Fama (1964). Topics in Cost Accounting and Decisions (Book). The Accounting Review.DOI

预印本

  1. Eugene F. Fama, Kenneth R. French (2023). Production of U.S. Rm-Rf, SMB, and HML in the Fama-French Data Library. SSRN Electronic Journal.DOI
  2. Eugene F. Fama, Kenneth R. French (2023). Regional Prosperity and Its Spillovers. SSRN Electronic Journal.DOI
  3. Eugene F. Fama (2021). Stimulus and the Permanent Income Hypothesis. SSRN Electronic Journal.DOI
  4. Eugene F. Fama (2020). Business Income Taxes. SSRN Electronic Journal.DOI
  5. Eugene F. Fama (2019). Wealth Taxes. SSRN Electronic Journal.DOI
  6. Eugene F. Fama (2019). Government and Nonprofits. SSRN Electronic Journal.DOI
  7. Eugene F. Fama (2019). Property Taxes. SSRN Electronic Journal.DOI
  8. Eugene F. Fama (2015). Cross-Section Versus Time-Series Tests of Asset Pricing Models. SSRN Electronic Journal.DOI
  9. Kenneth R. French, Eugene F. Fama (2008). The Profitability and Equity Financing of Style Groups: 1906-2006. SSRN Electronic Journal.DOI
  10. Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, Richard W. Roll (2003). The Adjustment of Stock Prices to New Information. SSRN Electronic Journal.DOI
  11. Eugene F. Fama, Kenneth R. French (2000). The Equity Premium. SSRN Electronic Journal.DOI
  12. Eugene F. Fama, Michael C. Jensen (2000). Organizational Forms and Investment Decisions. SSRN Electronic Journal.DOI
  13. Eugene F. Fama, Michael C. Jensen (1998). Separation of Ownership and Control. SSRN Electronic Journal.DOI
  14. J. L. Davis, Eugene F. Fama, Kenneth R. French (1998). Characteristics, Covariances, and Average Returns: 1929-1997. SSRN Electronic Journal.DOI
  15. Eugene F. Fama, Michael C. Jensen (1998). Agency Problems and Residual Claims. SSRN Electronic Journal.DOI
  16. Eugene F. Fama (1997). Market Efficiency, Long-Term Returns, and Behavioral Finance. SSRN Electronic Journal.DOI
  17. Eugene F. Fama, Kenneth R. French (1997). Forecasting Profitability and Earnings. SSRN Electronic Journal.DOI
  18. Eugene F. Fama (1997). Determining the Number of Priced State Variables in the ICAPM. SSRN Electronic Journal.DOI

书籍章节

  1. Eugene F. Fama (2009). Agency problems and the theory of the firm. Cambridge University Press eBooks.DOI
  2. Eugene F. Fama, Michael C. Jensen (2009). Organizational forms and investment decisions. Cambridge University Press eBooks.DOI

研究方向

EconomicsEconometricsFinanceBusinessManagementAccounting

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