The Investor's Shelf — one person
Eugene F. Fama
Robert R. McCormick Distinguished Service Professor of Finance, University of Chicago Booth School of Business; Nobel laureate in economics 2013
The efficient-markets framework and the Fama-French factor models are the primary sources on which most modern empirical asset pricing is built.
3 books of their own · 64 articles
Books they wrote 3
John H. Cochrane, Tobias J. Moskowitz · 2017 · Collected papers, edited by Cochrane and Moskowitz.
Research papers 63
- Production of U.S. Rm-Rf, SMB, and HML in the Fama-French Data LibrarySSRN / Journal of Finance / Journal of Financial Economics, 2023
- A Look Back at Modern Finance: Accomplishments and LimitationsSSRN / Journal of Finance / Journal of Financial Economics, 2023
- Regional Prosperity and Its SpilloversSSRN / Journal of Finance / Journal of Financial Economics, 2023
- Stimulus and the Permanent Income HypothesisSSRN / Journal of Finance / Journal of Financial Economics, 2021
- The Value PremiumSSRN / Journal of Finance / Journal of Financial Economics, 2020
- House Prices and RentsSSRN / Journal of Finance / Journal of Financial Economics, 2020
- Contract Costs, Stakeholder Capitalism, and ESGSSRN / Journal of Finance / Journal of Financial Economics, 2020
- TaxesSSRN / Journal of Finance / Journal of Financial Economics, 2020
- Business Income TaxesSSRN / Journal of Finance / Journal of Financial Economics, 2020
- Wealth TaxesSSRN / Journal of Finance / Journal of Financial Economics, 2019
- Property TaxesSSRN / Journal of Finance / Journal of Financial Economics, 2019
- Taxes: A Simple SchemeSSRN / Journal of Finance / Journal of Financial Economics, 2019
- Government and NonprofitsSSRN / Journal of Finance / Journal of Financial Economics, 2019
- Comparing Cross-Section and Time-Series Factor ModelsSSRN / Journal of Finance / Journal of Financial Economics, 2018
- Interest Rates and Inflation RevisitedSSRN / Journal of Finance / Journal of Financial Economics, 2018
- Volatility LessonsSSRN / Journal of Finance / Journal of Financial Economics, 2017
- Long-Horizon ReturnsSSRN / Journal of Finance / Journal of Financial Economics, 2017
- Choosing FactorsSSRN / Journal of Finance / Journal of Financial Economics, 2015
- International Tests of a Five-Factor Asset Pricing ModelSSRN / Journal of Finance / Journal of Financial Economics, 2015
- Cross-Section Versus Time-Series Tests of Asset Pricing ModelsSSRN / Journal of Finance / Journal of Financial Economics, 2015
- Multifactor Portfolio Efficiency and Multifactor Asset PricingSSRN / Journal of Finance / Journal of Financial Economics, 2015
- Dissecting Anomalies with a Five-Factor ModelSSRN / Journal of Finance / Journal of Financial Economics, 2014
- Incremental Variables and the Investment Opportunity SetSSRN / Journal of Finance / Journal of Financial Economics, 2014
- A Five-Factor Asset Pricing ModelSSRN / Journal of Finance / Journal of Financial Economics, 2013
- Does the Fed Control Interest Rates?SSRN / Journal of Finance / Journal of Financial Economics, 2012
- Was There Ever a Lending Channel?SSRN / Journal of Finance / Journal of Financial Economics, 2012
- Size, Value, and Momentum in International Stock ReturnsSSRN / Journal of Finance / Journal of Financial Economics, 2010
- My Life in FinanceSSRN / Journal of Finance / Journal of Financial Economics, 2010
- Luck Versus Skill in the Cross Section of Mutual Fund ReturnsSSRN / Journal of Finance / Journal of Financial Economics, 2009
- Capital Structure ChoicesSSRN / Journal of Finance / Journal of Financial Economics, 2008
- The Profitability and Equity Financing of Style Groups: 1906-2006SSRN / Journal of Finance / Journal of Financial Economics, 2008
- Average Returns, B/M, and Share IssuesSSRN / Journal of Finance / Journal of Financial Economics, 2007
- Dissecting AnomaliesSSRN / Journal of Finance / Journal of Financial Economics, 2006
- MigrationSSRN / Journal of Finance / Journal of Financial Economics, 2006
- The Value Premium and the CAPMSSRN / Journal of Finance / Journal of Financial Economics, 2005
- The Anatomy of Value and Growth Stock ReturnsSSRN / Journal of Finance / Journal of Financial Economics, 2005
- Disagreement, Tastes, and Asset PricesSSRN / Journal of Finance / Journal of Financial Economics, 2005
- Profitability, Growth, and Average ReturnsSSRN / Journal of Finance / Journal of Financial Economics, 2004
- The Behavior of Interest RatesSSRN / Journal of Finance / Journal of Financial Economics, 2004
- The Capital Asset Pricing Model: Theory and EvidenceSSRN / Journal of Finance / Journal of Financial Economics, 2003
- Financing Decisions: Who Issues Stock?SSRN / Journal of Finance / Journal of Financial Economics, 2003
- New Lists: Fundamentals and Survival RatesSSRN / Journal of Finance / Journal of Financial Economics, 2003
- Editorial: Clinical Papers and Their Role in the Development of Financial EconomicsSSRN / Journal of Finance / Journal of Financial Economics, 2003
- The Equity PremiumSSRN / Journal of Finance / Journal of Financial Economics, 2000
- Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?SSRN / Journal of Finance / Journal of Financial Economics, 2000
- Organizational Forms and Investment DecisionsSSRN / Journal of Finance / Journal of Financial Economics, 2000
- Size and Book to Market Factors in Earnings and ReturnsSSRN / Journal of Finance / Journal of Financial Economics, 2000
- Testing Tradeoff and Pecking Order Predictions About Dividends and DebtSSRN / Journal of Finance / Journal of Financial Economics, 1999
- Separation of Ownership and ControlSSRN / Journal of Finance / Journal of Financial Economics, 1998
- Agency Problems and Residual ClaimsSSRN / Journal of Finance / Journal of Financial Economics, 1998
- Characteristics, Covariances, and Average Returns: 1929-1997SSRN / Journal of Finance / Journal of Financial Economics, 1998
- The Corporate Cost of Capital and the Return on Corporate InvestmentSSRN / Journal of Finance / Journal of Financial Economics, 1998
- Multifactor Explanations of Asset Pricing AnomaliesSSRN / Journal of Finance / Journal of Financial Economics, 1998
- Market Efficiency, Long-Term Returns, and Behavioral FinanceSSRN / Journal of Finance / Journal of Financial Economics, 1997
- Value Versus Growth: The International EvidenceSSRN / Journal of Finance / Journal of Financial Economics, 1997
- Taxes, Financing Decisions, and Firm ValueSSRN / Journal of Finance / Journal of Financial Economics, 1997
- Forecasting Profitability and EarningsSSRN / Journal of Finance / Journal of Financial Economics, 1997
- Determining the Number of Priced State Variables in the ICAPMSSRN / Journal of Finance / Journal of Financial Economics, 1997
- Investment Decisions, Financing Decisions, and Firm ValueSSRN / Journal of Finance / Journal of Financial Economics, 1997
- Discounting Under UncertaintySSRN / Journal of Finance / Journal of Financial Economics, 1996
- Common Risk Factors in the Returns on Stocks and BondsJournal of Financial Economics (with Kenneth R. French), 1993
- Efficient Capital Markets: A Review of Theory and Empirical WorkJournal of Finance, 1970
- Random Walks in Stock-Market PricesFinancial Analysts Journal, 1965
Articles and essays 1
- Two Pillars of Asset Pricing (Nobel Prize lecture)The Nobel Foundation, 2013
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Faculty research page, Chicago Booth