國立高雄大學圖資館 |

The Fama portfolio :selected papers of Eugene F. Fama /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	The Fama portfolio :edited by John H. Cochrane and Tobias J. Moskowitz.
其他題名:	selected papers of Eugene F. Fama /
其他作者:	Moskowitz, Tobias J.
面頁冊數:	x, 815 pages :illustrations ;24 cm
標題:	Capital market.
ISBN:	9780226426846

The Fama portfolio :selected papers of Eugene F. Fama /
The Fama portfolio :selected papers of Eugene F. Fama /edited by John H. Cochrane and Tobias J. Moskowitz. - x, 815 pages :illustrations ;24 cm

Includes bibliographical references.

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 Ren�e 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. --

Winner of the Nobel Prize in Economics

ISBN: 9780226426846

LCCN: 2016036174

Nat. Bib. No.: GBB7I7090bnb

Nat. Bib. Agency Control No.: 018542891UkSubjects--Topical Terms:

184940
Capital market.

LC Class. No.: HG4523 / .F36 2017

Dewey Class. No.: 332/.0415

The Fama portfolio :selected papers of Eugene F. Fama /
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505 0 $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 Ren�e 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.
520 $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. -- $c From publisher's website.
586 $a Winner of the Nobel Prize in Economics
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650 0 $a Efficient market theory. $3 198155
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700 1 $a Cochrane, John H. $q (John Howland), $d 1957- $e editor, $e author. $3 894438
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