WorldCat Identities

Fama, Eugene F. 1939-

Overview
Works: 163 works in 248 publications in 3 languages and 1,684 library holdings
Roles: Author
Classifications: HG173, 332.01
Publication Timeline
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Most widely held works by Eugene F Fama
The theory of finance by Eugene F Fama( Book )

20 editions published between 1969 and 1972 in English and held by 695 WorldCat member libraries worldwide

Foundations of finance : portfolio decisions and securities prices by Eugene F Fama( Book )

24 editions published between 1976 and 1987 in English and Japanese and held by 633 WorldCat member libraries worldwide

Risk and the evaluation of pension fund portfolio performance by Eugene F Fama( Book )

2 editions published in 1969 in English and held by 42 WorldCat member libraries worldwide

Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E by Benoit B Mandelbrot( Book )

1 edition published in 1997 in English and held by 38 WorldCat member libraries worldwide

This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies. Statistical Papers, 2000: " ... this is a most useful collection of Mandelbrot's work economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income."
Random walks in stock-market prices by Eugene F Fama( Book )

1 edition published in 1965 in English and held by 14 WorldCat member libraries worldwide

The cross-section of expected stock returns by Eugene F Fama( Book )

2 editions published between 1991 and 1992 in English and held by 8 WorldCat member libraries worldwide

The behavior of stock-market prices by Eugene F Fama( Book )

5 editions published between 1964 and 1966 in English and held by 7 WorldCat member libraries worldwide

Organizational forms and investment decisions by Eugene F Fama( Book )

2 editions published in 1984 in English and held by 6 WorldCat member libraries worldwide

Forward rates as predictors of future spot rates by Eugene F Fama( Book )

4 editions published between 1975 and 1976 in English and held by 5 WorldCat member libraries worldwide

The effects of a firm's investment and financing decisions on the welfare of its securityholders by Eugene F Fama( Book )

4 editions published between 1975 and 1976 in English and held by 5 WorldCat member libraries worldwide

The disciplining of corporate managers by Eugene F Fama( Book )

1 edition published in 1980 in English and held by 5 WorldCat member libraries worldwide

Efficient capital markets, II by Eugene F Fama( Book )

3 editions published between 1990 and 2000 in English and held by 5 WorldCat member libraries worldwide

Forward and spot exchange rates by Eugene F Fama( )

2 editions published in 1984 in English and held by 4 WorldCat member libraries worldwide

Conditional on the hypothesis that the forward market is efficient or rational, this paper finds that both components of forward rates vary through time.--SCAD summary
Interest rates and inflation : the message in the entrails by Eugene F Fama( Book )

3 editions published between 1976 and 1977 in English and held by 4 WorldCat member libraries worldwide

Value versus growth : the international evidence by Eugene F Fama( Book )

3 editions published between 1997 and 1998 in English and held by 3 WorldCat member libraries worldwide

Value stocks have higher returns than growth stocks in markets around the world. For 1975-95, the difference between the average returns on global portfolios of high and low book-to-market stocks is 7.60% per year, and value stocks outperform growth stocks in 12 of 13 major markets. An international CAPM cannot explain the value premium, but a two-factor model that includes a risk factor for relative distress captures the value premium in international returns
Organizational forms and investment decisions( )

1 edition published in 1985 in English and held by 3 WorldCat member libraries worldwide

This paper analyzes investment rules for various organizational forms that are distinguished by the characteristics of their residual claims. Different restrictions on residual claims lead to different decision rules.--SCAD summary
Che cosa c' è di diverso nelle banche? by Eugene F Fama( )

2 editions published between 1993 and 1997 in Italian and held by 3 WorldCat member libraries worldwide

Agency problems and the theory of the firm by Eugene F Fama( Book )

2 editions published between 1978 and 2000 in English and held by 3 WorldCat member libraries worldwide

A comparison of inflation forecasts( )

1 edition published in 1984 in English and held by 3 WorldCat member libraries worldwide

Monthly inflation; comparison of monthly inflation forecasts; comparisons of eight- and fourteen-month inflation forecasts.--SCAD summary
Market efficiency, long-term returns, and behavioral finance by Eugene F Fama( Book )

3 editions published between 1997 and 2000 in English and held by 2 WorldCat member libraries worldwide

Market efficiency survives the challenge from the literature on long-term return anomalies. Consistent with the market efficiency hypothesis that the anomalies are chance results, apparent over-reaction to information is about as common as under-reaction. And post-event continuation of pre-event abnormal returns is about as frequent as post-event reversal. Consistent with the market efficiency prediction that apparent anomalies can also be due to methodology, the anomalies are sensitive to the techniques used to measure them, and many disappear with reasonable changes in technique
 
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Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E
Alternative Names
Eqini Fema

Eugene F. Fama

Eugene Fama americký ekonom

Eugene Fama Amerikaans econoom

Eugene Fama amerikansk ekonom

Eugene Fama amerikansk økonom

Eugene Fama economista statunitense

Eugene Fama US-amerikanischer Wirtschaftswissenschaftler

Eugene Francis Fama

Eugenius Fama

Fama, E. F. 1939-

Fama, Eugene 1939-

Fama, Eugene Francis 1939-

Fama, Gene Francis 1939-

Fama, Judžin F. 1939-

Jūdžīns Fāma

Фама, Юджин

Юджийн Фама

Юджин Фама

Юджын Фама

Յուջին Ֆամա

יוג'ין פאמה

فرانسیس یوجین ژن فاما اقتصاددان آمریکایی

يوجين فاما

یوجین فاما

यूजीन फ़ामा

ইউজিন ফামা

யூஜின் ஃபாமா

იუჯინ ფამა

유진 파마

ファマ, E. F

ユージン・ファーマ

尤金·法马

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