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[ 洋図書 ] The Fama portfolio : selected papers of Eugene F. Fama /

edited by John H. Cochrane and Tobias J. Moskowitz. -- The University of Chicago Press, -- 2017. --

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ISBN 022642684X (hardcover ; alkaline paper)
ISBN13桁 9780226426846 (hardcover ; alkaline paper)
無効なISBN等 9780226426983 (electronic book)
テキストの言語 英語                  
分類：NDC10版 338.1
本タイトル The Fama portfolio :
タイトル関連情報 selected papers of Eugene F. Fama /
著者名 edited by John H. Cochrane and Tobias J. Moskowitz.
出版地・頒布地 Chicago :
出版者・頒布者名 The University of Chicago Press,
出版年・頒布年 2017.
数量 x, 815 pages :
他の形態的事項 illustrations ;
大きさ 24 cm.
書誌注記 Includes bibliographical references.
内容注記 Preface / by John H. Cochrane and Tobias J. Moskowitz -- Introductions. My Life in Finance / Eugene F. Fama ; Things I've Learned from Gene Fama / Kenneth R. French ; Gene Fama's Impact: A Quantitative Analysis / G. William Schwert and René M. Stulz -- Efficient markets. Efficient Markets and Empirical Finance / John H. Cochrane and Tobias J. Moskowitz ; The Great Divide / Clifford Asness and John Liew ; Efficient Capital Markets: A Review of Theory and Empirical Work / Eugene F. Fama; Efficient Capital Markets: II / Eugene F. Fama ; Market Efficiency, Long-Term Returns, and Behavioral Finance / Eugene F. Fama -- Efficiency Applied: Event Studies and Skill. Fama, Fisher, Jensen, and Roll (1969): Retrospective Comments / Ray Ball ; Eugene Fama and Industrial Organization / Dennis W.Carlton ; The Adjustment of Stock Prices to New Information / Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, and Richard Roll ; Luck versus Skill / John H.Cochrane and Tobias J. Moskowitz ; Luck vs. Skill and Factor Selection / Campbell R. Harvey and Yan Liu ; Luck versus Skill in the Cross-Section of Mutual Fund Returns / Eugene F. Fama and Kenneth R. French -- Risk and Return. Risk and Return / John H. Cochrane and Tobias J. Moskowitz ; Risk, Return, and Equilibrium: Empirical Tests / Eugene F. Fama and James D. MacBeth ; The Cross-Section of Expected Stock Returns / Eugene F. Fama and Kenneth R. French ; Common Risk Factors in the Returns on Stocks and Bonds / Eugene F. Fama and Kenneth R. French ; Multifactor Explanations of Asset Pricing Anomalies / Eugene F. Fama and Kenneth R. French -- Return Forecasts and Time-Varying Risk Premiums. Return Forecasts and Time Varying Risk Premiums / John H. Cochrane ; Short-Term Interest Rates as Predictors of Inflation / Eugene F. Fama ; Forward Rates as Predictors of Future Spot Rates / Eugene F. Fama ; Forward and Spot Exchange Rates / Eugene F. Fama ; Dividend Yields and Expected Stock Returns / Eugene F. Fama and Kenneth R. French ; The Information in Long-Maturity Forward Rates / Eugene F. Fama and Robert R. Bliss -- Corporate Finance and Banking. Corporate Finance / Amit Seru and Amir Sufi ; Agency Problems and the Theory of the Firm / Eugene F. Fama ; Separation of Ownership and Control / Eugene F. Fama and Michael C. Jensen ; Dividend Policy: An Empirical Analysis / Eugene F. Fama and Harvey Babiak -- Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? / Eugene F. Fama and Kenneth R. French -- Financing Decisions: Who Issues Stock? / Eugene F. Fama and Kenneth R. French -- Banking in the Theory of Finance / Eugene F. Fama -- Conclusion: Our Colleague / by John H. Cochrane and Tobias J. Moskowitz.
著者標目 Cochrane, John H. (John Howland), 1957-
Moskowitz, Tobias J. (Tobias Jacob), 1971-
Fama, Eugene F., 1939-
一般件名 Capital market.
Finance.
資料情報1 『The Fama portfolio : selected papers of Eugene F. Fama /』　edited by John H. Cochrane and Tobias J. Moskowitz.　The University of Chicago Press,　2017. （所蔵館：中央　 請求記号：F/338.1/F19/F　 資料コード：7109870364）
URL https://catalog.library.metro.tokyo.lg.jp/winj/opac/switch-detail.do?lang=ja&bibid=1352028988

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