Eugene Fama

GPTKB entity

Properties (49)
Predicate Object
gptkbp:instanceOf Economist
gptkbp:academicAdvisor gptkb:George_Stigler
gptkbp:affiliation gptkb:University_of_Chicago_Booth_School_of_Business
gptkbp:almaMater gptkb:University_of_Chicago
gptkbp:awards gptkb:CFA_Institute's_James_R._Vertin_Award
gptkb:John_von_Neumann_Theory_Prize
gptkb:Financial_Analysts_Journal_Award_for_Excellence
gptkbp:birthDate 1939-02-14
gptkbp:birthPlace gptkb:Boston,_Massachusetts,_USA
gptkbp:children 3
gptkbp:contribution gptkb:Fama-French_Three-Factor_Model
gptkb:Fama-French_Five-Factor_Model
Investment Performance Evaluation
Asset Pricing Models
Market Anomalies Research
Risk-Return Tradeoff Analysis
Behavioral_Finance_Critique
gptkbp:field Finance
https://www.w3.org/2000/01/rdf-schema#label Eugene Fama
gptkbp:impact Financial Regulation
Market Analysis
Behavioral Economics
Investment_Strategies
gptkbp:influence gptkb:Modern_Portfolio_Theory
Risk Management
Quantitative Finance
Financial_Economics
gptkbp:influenced gptkb:Robert_Shiller
gptkbp:influencedBy gptkb:Milton_Friedman
gptkbp:involved gptkb:American_Economic_Association
gptkb:American_Finance_Association
gptkb:Institute_for_Advanced_Study
gptkb:National_Bureau_of_Economic_Research
gptkbp:knownFor Efficient Market Hypothesis
Asset Pricing Theory
gptkbp:notableFeature gptkb:Raghuram_Rajan
gptkb:Lasse_Heje_Pedersen
gptkb:John_H._Cochrane
gptkbp:publishes The Cross-Section of Expected Stock Returns
Foundations_of_Finance
The_Theory_of_Finance
Efficient_Capital_Markets:_A_Review_of_Theory_and_Empirical_Work
gptkbp:researchFocus Behavioral Finance
Market Efficiency
Portfolio_Management
gptkbp:researchInterest Theoretical Modeling
Empirical Research
gptkbp:spouse Marilyn_Fama
gptkbp:winner gptkb:Nobel_Memorial_Prize_in_Economic_Sciences