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Licensed Unlicensed Requires Authentication Published by University of Chicago Press 2017

Contributors

From the book The Fama Portfolio

  • Eugene F. Fama
https://doi.org/10.7208/9780226426983-034
© 2021 University of Chicago Press
From the book
The Fama Portfolio
The Fama Portfolio

Chapters in this book (36)

Frontmatter
Contents
Preface
I. Introductions
My Life in Finance
Things I’ve Learned from Gene Fama
Gene Fama’s Impact A Quantitative Analysis
II. Efficient Markets
Efficient Markets and Empirical Finance
The Great Divide
Efficient Capital Markets A Review of Theory and Empirical Work
Efficient Capital Markets II
Market Efficiency, Long- Term Returns, and Behavioral Finance
III. Efficiency Applied Event Studies and Skill
Fama, Fisher, Jensen, and Roll (1969) Retrospective Comments
Eugene Fama and Industrial Organization
Luck versus Skill
Luck versus Skill and Factor Selection
Luck versus Skill in the Cross- Section of Mutual Fund Returns
IV. Risk and Return
Risk and Return
Risk, Return, and Equilibrium Empirical Tests
The Cross- Section of Expected Stock Returns
Common Risk Factors in the Returns on Stocks and Bonds
Multifactor Explanations of Asset Pricing Anomalies
V. Return Forecasts and Time- Varying Risk Premiums
Return Forecasts and Time- Varying Risk Premiums
Short- Term Interest Rates as Predictors of Inflation
Forward Rates as Predictors of Future Spot Rates
Forward and Spot Exchange Rates
Dividend Yields and Expected Stock Returns
The Information in Long- Maturity Forward Rates
VI. Corporate Finance and Banking
Corporate Finance
Agency Problems and the Theory of the Firm
Separation of Ownership and Control
Dividend Policy An Empirical Analysis
Disappearing Dividends Changing Firm Characteristics or Lower Propensity to Pay?
Financing Decisions Who Issues Stock?
Banking in the Theory of Finance
Our Colleague
Contributors
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