WorldCat Identities

Fama, Eugene F. 1939-

Overview
Works: 184 works in 284 publications in 2 languages and 1,865 library holdings
Genres: Academic theses 
Roles: Author, Contributor
Classifications: HG173, 332.01
Publication Timeline
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Most widely held works by Eugene F Fama
The theory of finance by Eugene F Fama( Book )

20 editions published between 1969 and 1972 in English and held by 699 WorldCat member libraries worldwide

Foundations of finance : portfolio decisions and securities prices by Eugene F Fama( Book )

25 editions published between 1976 and 1979 in English and Undetermined and held by 629 WorldCat member libraries worldwide

The Fama portfolio : selected papers of Eugene F. Fama by Eugene F Fama( )

4 editions published in 2017 in English and held by 76 WorldCat member libraries worldwide

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
Risk and the evaluation of pension fund portfolio performance by Eugene F Fama( Book )

2 editions published in 1969 in English and held by 42 WorldCat member libraries worldwide

Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E by Benoit B Mandelbrot( Book )

1 edition published in 1997 in English and held by 40 WorldCat member libraries worldwide

This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies. Statistical Papers, 2000: " ... this is a most useful collection of Mandelbrot's work economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income."
Random walks in stock-market prices by Eugene F Fama( Book )

2 editions published between 1965 and 1969 in English and held by 14 WorldCat member libraries worldwide

The behavior of stock-market prices by Eugene F Fama( Book )

6 editions published between 1964 and 1966 in English and held by 9 WorldCat member libraries worldwide

The cross-section of expected stock returns by Eugene F Fama( Book )

2 editions published between 1991 and 1992 in English and held by 8 WorldCat member libraries worldwide

Forward rates as predictors of future spot rates by Eugene F Fama( Book )

4 editions published between 1975 and 1976 in English and Undetermined and held by 7 WorldCat member libraries worldwide

The Effects of a firm's investment and financing decisions on the welfare of its securityholders by Eugene F Fama( Book )

4 editions published between 1975 and 1976 in English and held by 6 WorldCat member libraries worldwide

Organizational forms and investment decisions by Eugene F Fama( Book )

1 edition published in 1984 in English and held by 5 WorldCat member libraries worldwide

The disciplining of corporate managers by Eugene F Fama( Book )

1 edition published in 1980 in English and held by 5 WorldCat member libraries worldwide

Market efficiency, long-term returns, and behavioral finance by Eugene F Fama( Book )

3 editions published between 1997 and 2000 in English and held by 4 WorldCat member libraries worldwide

Market efficiency survives the challenge from the literature on long-term return anomalies. Consistent with the market efficiency hypothesis that the anomalies are chance results, apparent over-reaction to information is about as common as under-reaction. And post-event continuation of pre-event abnormal returns is about as frequent as post-event reversal. Consistent with the market efficiency prediction that apparent anomalies can also be due to methodology, the anomalies are sensitive to the techniques used to measure them, and many disappear with reasonable changes in technique
Jin rong ji chu : Tou zi zu he jue ce he zheng quan jia ge by Eugene F Fama( Book )

2 editions published in 2017 in Chinese and held by 4 WorldCat member libraries worldwide

Ben shu de mu de shi jie shao jin rong li lun yi ji dui zhei xie li lun de jing yan jian yan,Ji zhong fen xi zi ben shi chang zhong yu tou zi zhe de tou zi zu he jue ce yi ji zheng quan ding jia xiang guan de jin rong ling yu de wen ti
Separation of ownership and control by Eugene F Fama( Book )

2 editions published between 1982 and 1983 in English and held by 4 WorldCat member libraries worldwide

Value versus growth the international evidence by Eugene F Fama( Book )

3 editions published between 1997 and 1998 in English and held by 4 WorldCat member libraries worldwide

Value stocks have higher returns than growth stocks in markets around the world. For 1975-95, the difference between the average returns on global portfolios of high and low book-to-market stocks is 7.60% per year, and value stocks outperform growth stocks in 12 of 13 major markets. An international CAPM cannot explain the value premium, but a two-factor model that includes a risk factor for relative distress captures the value premium in international returns
Organizational forms and investment decisions by Eugene F Fama( Book )

3 editions published in 1984 in English and held by 3 WorldCat member libraries worldwide

Taxes, financing decisions, and firm value by Eugene F Fama( )

2 editions published in 1997 in English and held by 3 WorldCat member libraries worldwide

We use cross-section regressions to study how a firm's value is related to dividends and debt. With a good control for profitability, the regressions can measure how the taxation of dividends and debt affects firm value. Simple tax hypotheses say that value is negatively related to dividends and positively related to debt. We find the opposite. We infer that dividends and debt convey information about profitability (expected net cash flows) missed by a wide range of control variables. This information about profitability obscures any tax effects of financing decisions
Term structure forecasts of interest rates, inflation, and real returns by Eugene F Fama( Book )

2 editions published between 1988 and 1990 in English and held by 3 WorldCat member libraries worldwide

Mandelbrot and the stable paretian hypothesis by Eugene F Fama( )

in English and held by 3 WorldCat member libraries worldwide

 
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Audience level: 0.57 (from 0.37 for Evidence f ... to 0.99 for Mandelbrot ...)

Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E
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Alternative Names
Eqini Fema

Eugene F. Fama

Eugene Fama americký ekonom

Eugene Fama Amerikaans econoom

Eugene Fama amerikansk ekonom

Eugene Fama amerikansk økonom

Eugene Fama economista statunitense

Eugene Fama US-amerikanischer Wirtschaftswissenschaftler

Eugene Francis Fama

Eugenius Fama

Fama, E. F. 1939-

Fama, Eugene 1939-

Fama, Eugene F.

Fama, Eugene Francis.

Fama, Eugene Francis 1939-

Fama, Gene

Fama, Gene Francis 1939-

Fama, Judžin F. 1939-

Jūdžīns Fāma

Фама, Юджин

Юджийн Фама

Юджин Фама

Юджын Фама

Юҗин Фама

Յուջին Ֆամա

יוג'ין פאמה

יוג'ין פאמה כלכלן אמריקאי וזוכה פרס נובל בכלכלה

فرانسیس یوجین ژن فاما اقتصاددان آمریکایی

يوجين فاما

یوجین فاما

यूजीन फ़ामा

ইউজিন ফামা

யூஜின் ஃபாமா

იუჯინ ფამა

იუჯინ ფამა ამერიკელი ეკონომისტი

유진 파마

ファマ, E.F.

ユージン・ファーマ

尤金·法马

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