Eugene F. Fama, 1939-

Major Works of Eugene F. Fama

• "Mandlebrot and the Stable Paretian Hypothesis", 1963, J of Business
• "Tomorrow on the New York Stock Exchange", 1965, J of Business
• "The Behavior of Stock Market Prices", 1965, J of Business
• "Portfolio Analysis in a Stable Paretian Market", 1965, Management Science
• "Filter Rules and Stock-Market Trading", with M.E. Blume, 1966,J of Business
• "Dividend Policy: an empirical analysis", with H. Babiak, 1968, JASA
• "Risk, Return and Equilibrium: Some clarifying comments", 1968, J of Finance
• "The Adjustment of Stock Prices to New Information", with L. Fisher, M.C. Jensen and R. Roll, 1969, IER.
• "Multiperiod Consumption-Investment Decisions", 1970, AER
• "Efficient Capital Markets: a review of theory and empirical work", 1970, J of Finance 
• "Some Properties of Stable Symmetric Distributions", with R. Roll, 1971 JASA
• "Risk, Return and Equilibrium", 1971, JPE
• The Theory of Finance, with M.H. Miller, 1972.
• "Ordinal and Measurable Utility", 1972, in Jensen, editor, Studies in the Theory of Capital Markets.
• "Risk, Return and Equilibrium: empirical tests", with J. MacBeth, 1973, JPE
• "Inflation, Uncertainty and the Expected Returns on Treasury Bills", 1976, JPE
• Foundations of Finance, 1976.
• "Forward Rates as Predictors of Future Spot Rates", 1976, J of Financial Econ
• "The Effects of a Firm's Investment and Financing Decisions on the Welfare of its Securityholders", 1978, AER
• "Banking in the Theory of Finance", 1980, JME
• "Agency Problems and the Theory of the Firm", 1980, JPE
• "Agency Problems and Residual Claims", with M. Jensen, 1983, J Law Econ
• "Separation of Ownership and Control", with M. Jensen, 1983, J Law Econ
• "Term Premium in Bond Returns", 1984, J of Financial Econ
• "The Information in the Term Structure", 1984, J of Financial Econ
• "Term Premiums and Default Premiums in Money Markets", 1986, J of Fnancial Econ
• "The Information in Long-Maturity Forward Rates", with R.R. Bliss, 1987, AER
• "Permanent and Temporary Components of Stock Prices", with K. French, 1988, JPE
• "Comon Factors in the Serial Correlation of Stock Returns", with K. French,

Resources on Eugene Fama

• Interface interview with Fama at Ibbotson
• The "Efficient Market Hypothesis" at Proinvest
• "Interview with Eugene Fama" at Dimensional Fund