Eugene Fama

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  1. Asness: Splitting the Middle on Market Efficiency

    Video Reports

    Fri, 27 Jun 2014

    Asness: Thank you. Burns: Now, recently the Nobel Committee handed out their prize for economics to Bob Shiller, Eugene Fama and a third person who you are going to bring up for me. Asness: Lars Hansen. Burns: Lars Hansen. Why does everybody

    Eugene Fama found at 0:21

    the Nobel Committee handed out their prize for economics to Bob Shiller, Eugene Fama and a third person who you are going to bring up for me. Asness: Lars Hansen. Burns: Lars Hansen. Why does everybody
  2. 2014 Berkshire Hathaway Annual Meeting

    Headlines

    Fri, 2 May 2014

    shareholder data show which funds hold significant chunks of the company's stock. Sam Lee: A Come-to-Buffett Moment Eugene Fama and Kenneth French's new five-factor model buries the value factor. What does it suggest about market efficiency

  3. The Modern View of the Stock Market

    Headlines

    Thu, 27 Mar 2014

    was very efficiently priced, and those who view pricing errors as commonplace. The 2013 Nobel Prize selections of Eugene Fama and Robert Shiller, members of the first and second camps, respectively, were a nod to the divide. However, the

  4. Are Young Managers All That?

    Headlines

    Thu, 27 Feb 2014

    performance of active fund managers is immaterial. Because the investment markets are a random walk, per Nobel Laureate Eugene Fama and Princeton's Burton Malkiel, manager skill does not exist. There is only chance, which masquerades as skill

  5. Discipline Gives DFA Its Edge

    Headlines

    Tue, 25 Feb 2014

    larger-cap counterparts. The firm launched its first value strategies in 1993, a year after renowned finance professors Eugene Fama and Kenneth French published their seminal three-factor asset-pricing model, which indicated that value stocks

  6. Smead Capital Shareholder Letter Q4 2013

    Headlines

    Wed, 29 Jan 2014

    their stock prices to make them more affordable to individual investors. The Nobel Prize committee rained accolades on Eugene Fama for highlighting the long-term benefits of small-cap index investing. Money management firms emphasizing US small-cap

  7. The DFA Model

    Headlines

    Tue, 7 Jan 2014

    of Chicago graduate students, David Booth and Rex Sinquefield, who had studied under efficient-markets theorist Eugene Fama . Other fund companies trumpeted star managers; DFA would trumpet star research. It began operations with a small-company

  8. Mutual Fund Supplement (Q4–Barron’s January 6, 2014)

    Commentary

    Sat, 4 Jan 2014

    Different Dimension [Market Beaters]” features nobelist Eugene Fama [U Chicago], Kenneth French [Dartmouth], David ..... and Zvi Bodie [Boston U]. Pg L10: Interview with Eugene Fama and Kenneth French : They discuss efficient-market

  9. From Barron’s, January 6, 2014 (Part 1)

    Commentary

    Sat, 4 Jan 2014

    and its discount shrunk to -8.9% . Cover Story “ A Different Dimension [Market Beaters]” features nobelist Eugene Fama and David Booth [DFA]. Excerpts from the supplement Quarterly Guide to Mutual Funds will be posted on the Mutual

  10. The Challenges of Year-End Forecasting

    Headlines

    Fri, 20 Dec 2013

    adjusted P/E ratios (CAPEs), among other aggregate variables, can predict future equity market returns. While Eugene Fama and Bob Shiller virtually anchor the opposite sides of the market efficiency debate, Shiller’s 1987 and 1988 research

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