Eugene Fama
Will the low-volatility premium continue to be the best-kept secret in financial markets?
When it comes to ESG investing, we have to agree that we don’t all agree.
Market complexity transcends disciplines and cannot be entirely modeled out.
In a wild year for markets and investing, what EI content most resonated with readers?
Robin Wigglesworth has produced a book that is historical, entertaining, and thought-provoking.
How well has Fama and French's five-factor model explained returns?
Quick, what is 1 July 2021 the 50th anniversary of?
Visiting Hong Kong for the first time in two decades, Mark Harrison, CFA, sees evidence of breakneck economic transformation everywhere. But what happens when the music stops?
Have the advances in technology, computing power, and data made the markets more efficient? It’s “not clear,” according to Nobel laureate Eugene F. Fama.
In a recent speech, Federal Reserve Bank of Dallas president Richard Fisher aptly remarked, “Stock market metrics such as price to projected forward earnings, price-to-sales ratios and market capitalization as a percentage of GDP are at eye-popping levels not seen since the dot-com boom of the late 1990s.”