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Aug 7, 2015 · 3. 1.1K views 8 years ago. Dimensional Stories - featuring David Booth, Eugene Fama, and Kenneth French In Why I Use a Financial Advisor, Eugene Fama and Kenneth French discuss...
- 2 min
- 1125
- RMH Advisors, LLC
This week, we look at some interesting research that took a unique approach to explaining the value and size premiums. We examine the paper "Migration" by Eu...
- 19 min
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- Excess Returns
Sep 9, 2022 · Eugene Fama, Professor of Finance at the University of Chicago and the 2013 Nobel Prize laureate in Economics, discussed the efficient market hypothesis, and its implications for stocks, gold,...
- 44 min
- 120.9K
- Kitco NEWS
Kenneth R. French - Data Library. Current Research Returns. In this paper Fama and French explain how they produce the U.S. factor returns in their Data Library and they estimate the effect of the two changes in their process and five major CRSP data-improvement projects on the average values of SMB and HML.
In asset pricing and portfolio management the Fama–French three-factor model is a statistical model designed in 1992 by Eugene Fama and Kenneth French to describe stock returns. Fama and French were colleagues at the University of Chicago Booth School of Business, where Fama still works.
Jan 10, 2022 · Eugene F. Fama and Kenneth R. French introduced their three-factor model augmenting the capital asset pricing model (CAPM) nearly three decades ago.
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May 28, 2020 · Who better to have on the 100th episode of the Rational Reminder Podcast than Professor Ken French? Ken has been a massive inspiration to us and has remained a guiding light for sensible, evidence-based investors over the last few decades! His work with Eugene Fama stands as the seminal work on the
