The Fama portfolio: selected papers of Eugene F. Fama
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 fift...
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| Weitere Verfasser: | , |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chicago and London
<<The>> University of Chicago Press
2017
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| Schlagworte: | |
| Zusammenfassung: | 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. -- |
| Beschreibung: | Enthält Beiträge von und über Eugene F. Fama |
| Beschreibung: | x, 815 Seiten Diagramme 24 cm |
| ISBN: | 9780226426846 022642684X |
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| 505 | 8 | |a 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 -- | |
| 505 | 8 | |a 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 -- | |
| 505 | 8 | |a 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 -- | |
| 505 | 8 | |a Banking in the Theory of Finance / Eugene F. Fama -- Conclusion: Our Colleague / by John H. Cochrane and Tobias J. Moskowitz | |
| 520 | 3 | |a 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. -- | |
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| 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 |
| ctrlnum | (OCoLC)1006750744 (DE-599)BVBBV045398570 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV045398570 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:17:07Z |
| institution | BVB |
| isbn | 9780226426846 022642684X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030784704 |
| oclc_num | 1006750744 |
| open_access_boolean | |
| owner | DE-521 DE-188 |
| owner_facet | DE-521 DE-188 |
| physical | x, 815 Seiten Diagramme 24 cm |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | <<The>> University of Chicago Press |
| record_format | marc |
| spelling | The Fama portfolio selected papers of Eugene F. Fama edited by John H. Cochrane and Tobias J. Moskowitz Chicago and London <<The>> University of Chicago Press 2017 x, 815 Seiten Diagramme 24 cm txt rdacontent n rdamedia nc rdacarrier Enthält Beiträge von und über Eugene F. Fama 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 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. -- Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kapitalmarkteffizienz (DE-588)4125264-0 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Rendite (DE-588)4049459-7 gnd rswk-swf Capital market Finance Efficient market theory Stocks / Rate of return Finanzierungstheorie (DE-588)4154418-3 s Risikomanagement (DE-588)4121590-4 s Rendite (DE-588)4049459-7 s Kapitalmarkteffizienz (DE-588)4125264-0 s Finanzierung (DE-588)4017182-6 s Kapitalmarkt (DE-588)4029578-3 s DE-604 Fama, Eugene F. 1939- Sonstige (DE-588)137549644 oth Cochrane, John H. 1957- (DE-588)124571069 edt Moskowitz, Tobias J. 1971- (DE-588)129714224 edt Erscheint auch als Online-Ausgabe 978-0-226-42698-3 |
| spellingShingle | The Fama portfolio selected papers of Eugene F. Fama 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 Kapitalmarkt (DE-588)4029578-3 gnd Risikomanagement (DE-588)4121590-4 gnd Kapitalmarkteffizienz (DE-588)4125264-0 gnd Finanzierung (DE-588)4017182-6 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Rendite (DE-588)4049459-7 gnd |
| subject_GND | (DE-588)4029578-3 (DE-588)4121590-4 (DE-588)4125264-0 (DE-588)4017182-6 (DE-588)4154418-3 (DE-588)4049459-7 |
| title | The Fama portfolio selected papers of Eugene F. Fama |
| title_auth | The Fama portfolio selected papers of Eugene F. Fama |
| title_exact_search | The Fama portfolio selected papers of Eugene F. Fama |
| title_full | The Fama portfolio selected papers of Eugene F. Fama edited by John H. Cochrane and Tobias J. Moskowitz |
| title_fullStr | The Fama portfolio selected papers of Eugene F. Fama edited by John H. Cochrane and Tobias J. Moskowitz |
| title_full_unstemmed | The Fama portfolio selected papers of Eugene F. Fama edited by John H. Cochrane and Tobias J. Moskowitz |
| title_short | The Fama portfolio |
| title_sort | the fama portfolio selected papers of eugene f fama |
| title_sub | selected papers of Eugene F. Fama |
| topic | Kapitalmarkt (DE-588)4029578-3 gnd Risikomanagement (DE-588)4121590-4 gnd Kapitalmarkteffizienz (DE-588)4125264-0 gnd Finanzierung (DE-588)4017182-6 gnd Finanzierungstheorie (DE-588)4154418-3 gnd Rendite (DE-588)4049459-7 gnd |
| topic_facet | Kapitalmarkt Risikomanagement Kapitalmarkteffizienz Finanzierung Finanzierungstheorie Rendite |
| work_keys_str_mv | AT famaeugenef thefamaportfolioselectedpapersofeugeneffama AT cochranejohnh thefamaportfolioselectedpapersofeugeneffama AT moskowitztobiasj thefamaportfolioselectedpapersofeugeneffama |