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.

About the Author
John H. Cochrane is a distinguished senior fellow at both the University of Chicago Booth School of Business and the Becker Friedman Institute at the University of Chicago. He is also a senior fellow of the Hoover Institution at Stanford University, an adjunct scholar of the Cato Institute, and a research associate of the NBER. He is the author of Asset Pricing.Tobias J. Moskowitz is the Fama Family Professor of Finance at the University of Chicago Booth School of Business, a principal and consultant at AQR Capital Management, and a research associate of the NBER.


Book Information
ISBN 9780226426846
Author Eugene F. Fama
Format Hardback
Page Count 584
Imprint University of Chicago Press
Publisher The University of Chicago Press
Weight(grams) 1247g
Dimensions(mm) 24mm * 15mm * 5mm