WorldCat Identities

Fama, Eugene F. 1939-

Overview
Works: 130 works in 224 publications in 1 language and 1,644 library holdings
Classifications: HG173, 332.01
Publication Timeline
Key
Publications about  Eugene F Fama Publications about Eugene F Fama
Publications by  Eugene F Fama Publications by Eugene F Fama
Most widely held works by Eugene F Fama
The theory of finance by Eugene F Fama ( Book )
16 editions published in 1972 in English and Undetermined and held by 669 WorldCat member libraries worldwide
Foundations of finance : portfolio decisions and securities prices by Eugene F Fama ( Book )
15 editions published between 1976 and 1978 in English and held by 632 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 41 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 37 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 13 WorldCat member libraries worldwide
Organizational forms and investment decisions by Eugene F Fama ( Book )
4 editions published between 1984 and 1997 in English and held by 10 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
The cross-section of expected stock returns by Eugene F Fama ( Book )
3 editions published between 1991 and 1999 in English and held by 9 WorldCat member libraries worldwide
The behavior of stock-market prices by Eugene F Fama ( Book )
5 editions published between 1964 and 1997 in English and held by 7 WorldCat member libraries worldwide
Agency problems and the theory of the firm by Eugene F Fama ( )
6 editions published between 1997 and 2000 in English and held by 6 WorldCat member libraries worldwide
The information in long-maturity forward rates by Eugene F Fama ( )
3 editions published between 1986 and 1987 in English and held by 5 WorldCat member libraries worldwide
This paper studies the information in forward rates about future interest rates and current expected returns for annual US Treasury maturities to 5 years.--SCAD summary
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
Separation of ownership and control by Eugene F Fama ( Book )
4 editions published between 1982 and 2005 in Undetermined and English and held by 5 WorldCat member libraries worldwide
Foundations of finance : portfolio decisions and secturities prices by Eugene F Fama ( Book )
2 editions published between 1976 and 1987 in English and held by 5 WorldCat member libraries worldwide
Term premiums and default premiums in money markets by Eugene F Fama ( )
2 editions published between 1984 and 1986 in English and held by 5 WorldCat member libraries worldwide
This paper compares expected returns on bills and private-issuer money market securities. The tests produce strong evidence of time-varying default premiums in the expected returns on private-issuer securities and time-varying expected term premiums for all maturities of all securities. Expected term and default premiums are related to the business cycle.--SCAD summary
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
What's different about banks? by Eugene F Fama ( )
3 editions published between 1985 and 1995 in English and Undetermined and held by 5 WorldCat member libraries worldwide
This paper presents a simple analysis that accomodates reserve requirements on demand deposits and certificates of deposit.--SCAD summary
Permanent and temporary components of stock prices by Eugene F Fama ( Book )
3 editions published between 1986 and 1997 in English and held by 4 WorldCat member libraries worldwide
Efficient capital markets : a review of theory and empirical work by Eugene F Fama ( )
4 editions published between 1970 and 1997 in English and held by 4 WorldCat member libraries worldwide
Agency problems and residual claims by Eugene F Fama ( Book )
3 editions published between 1982 and 2000 in English and held by 4 WorldCat member libraries worldwide
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
 
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Audience level: 0.66 (from 0.25 for Foundation ... to 1.00 for Term premi ...)
Alternative Names
ファマ, E. F
Languages
English (83)
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