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The Fama Portfolio : Selected Papers of Eugene F. Fama

Author: Eugene F Fama; John H Cochrane; Tobias J Moskowitz
Publisher: Chicago : University of Chicago Press, 2017. ©2017
Edition/Format:   eBook : Document : EnglishView all editions and formats
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Fama portfolio : selected papers of Eugene F. Fama.
Chicago : The University of Chicago Press, [2017]
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Eugene F Fama; John H Cochrane; Tobias J Moskowitz
ISBN: 9780226426983 022642698X
OCLC Number: 1005015318
Notes: Preface, by John H. Cochrane and Tobias J. Moskowitz I. Introductions My Life in Finance Eugene F. Fama Things I've Learned from Gene Fama Kenneth R. French Gene Fama's Impact: A Quantitative Analysis G. William Schwert and René M. Stulz II. Efficient Markets Efficient Markets and Empirical Finance John H. Cochrane and Tobias J. Moskowitz The Great Divide Clifford Asness and John Liew Efficient Capital Markets: A Review of Theory and Empirical Work Eugene F. Fama Efficient Capital Markets: II Eugene F. Fama Market Efficiency, Long-Term Returns, and Behavioral Finance Eugene F. Fama III. Efficiency Applied: Event Studies and Skill Fama, Fisher, Jensen, and Roll (1969): Retrospective Comments Ray Ball Eugene Fama and Industrial Organization Dennis W. Carlton The Adjustment of Stock Prices to New Information Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, and Richard Roll Luck versus Skill John H. Cochrane and Tobias J. Moskowitz Luck vs. Skill and Factor Selection Campbell R.
Harvey and Yan Liu Luck versus Skill in the Cross-Section of Mutual Fund Returns Eugene F. Fama and Kenneth R. French IV. Risk and Return Risk and Return John H. Cochrane and Tobias J. Moskowitz Risk, Return, and Equilibrium: Empirical Tests Eugene F. Fama and James D. MacBeth The Cross-Section of Expected Stock Returns Eugene F. Fama and Kenneth R. French Common Risk Factors in the Returns on Stocks and Bonds Eugene F. Fama and Kenneth R. French Multifactor Explanations of Asset Pricing Anomalies Eugene F. Fama and Kenneth R. French V. Return Forecasts and Time-Varying Risk Premiums Return Forecasts and Time Varying Risk Premiums John H. Cochrane Short-Term Interest Rates as Predictors of Inflation Eugene F. Fama Forward Rates as Predictors of Future Spot Rates Eugene F. Fama Forward and Spot Exchange Rates Eugene F. Fama Dividend Yields and Expected Stock Returns Eugene F. Fama and Kenneth R. French The Information in Long-Maturity Forward Rates Eugene F. Fama and Robert R.
Bliss VI. Corporate Finance and Banking Corporate Finance Amit Seru and Amir Sufi Agency Problems and the Theory of the Firm Eugene F. Fama Separation of Ownership and Control Eugene F. Fama and Michael C. Jensen Dividend Policy: An Empirical Analysis Eugene F. Fama and Harvey Babiak Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? Eugene F. Fama and Kenneth R. French Financing Decisions: Who Issues Stock? Eugene F. Fama and Kenneth R. French Banking in the Theory of Finance Eugene F. Fama Conclusion: Our Colleague, by John H. Cochrane and Tobias J. Moskowitz Contributors.
Description: 1 online resource (x, 815 pages)
Contents: Preface / by John H. Cochrane and Tobias J. Moskowitz --
Introductions. My Life in Finance / Eugene F. Fama ; Things I've Learned from Gene Fama / Kenneth R. French ; Gene Fama's Impact: A Quantitative Analysis / G. William Schwert and René M. Stulz --
Efficient markets. Efficient Markets and Empirical Finance / John H. Cochrane and Tobias J. Moskowitz ; The Great Divide / Clifford Asness and John Liew ; Efficient Capital Markets: A Review of Theory and Empirical Work / Eugene F. Fama; Efficient Capital Markets: II / Eugene F. Fama ; Market Efficiency, Long-Term Returns, and Behavioral Finance / Eugene F. Fama --
Efficiency Applied: Event Studies and Skill. Fama, Fisher, Jensen, and Roll (1969): Retrospective Comments / Ray Ball ; Eugene Fama and Industrial Organization / Dennis W. Carlton ; The Adjustment of Stock Prices to New Information / Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, and Richard Roll ; Luck versus Skill / John H. Cochrane and Tobias J. Moskowitz ; Luck vs. Skill and Factor Selection / Campbell R. Harvey and Yan Liu ; Luck versus Skill in the Cross-Section of Mutual Fund Returns / Eugene F. Fama and Kenneth R. French --
Risk and Return. Risk and Return / John H. Cochrane and Tobias J. Moskowitz ; Risk, Return, and Equilibrium: Empirical Tests / Eugene F. Fama and James D. MacBeth ; The Cross-Section of Expected Stock Returns / Eugene F. Fama and Kenneth R. French ; Common Risk Factors in the Returns on Stocks and Bonds / Eugene F. Fama and Kenneth R. French ; Multifactor Explanations of Asset Pricing Anomalies / Eugene F. Fama and Kenneth R. French --
Return Forecasts and Time-Varying Risk Premiums. Return Forecasts and Time Varying Risk Premiums / John H. Cochrane ; Short-Term Interest Rates as Predictors of Inflation / Eugene F. Fama ; Forward Rates as Predictors of Future Spot Rates / Eugene F. Fama ; Forward and Spot Exchange Rates / Eugene F. Fama ; Dividend Yields and Expected Stock Returns / Eugene F. Fama and Kenneth R. French ; The Information in Long-Maturity Forward Rates / Eugene F. Fama and Robert R. Bliss --
Corporate Finance and Banking. Corporate Finance / Amit Seru and Amir Sufi ; Agency Problems and the Theory of the Firm / Eugene F. Fama ; Separation of Ownership and Control / Eugene F. Fama and Michael C. Jensen ; Dividend Policy: An Empirical Analysis / Eugene F. Fama and Harvey Babiak --
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? / Eugene F. Fama and Kenneth R. French --
Financing Decisions: Who Issues Stock? / Eugene F. Fama and Kenneth R. French --
Banking in the Theory of Finance / Eugene F. Fama --
Conclusion: Our Colleague / by John H. Cochrane and Tobias J. Moskowitz.
Responsibility: Eugene F. Fama, John H. Cochrane, Tobias J. Moskowitz, John H. Cochrane, Tobias J. Moskowitz.

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