Spain's Carlos Alcaraz won the men's singles title at the 2024 French Open in a five-set thriller against Germany's Alexander Zverev. Alcaraz was down 2-1 entering the fourth set, but pulled out a ...

If prices are too high or low, that has real-world consequences for resource allocation and ultimately productivity and the economy. The ’efficient market hypothesis’ (EMH) has been central to the ...

On the other hand, the alphas of the nonpayers, while negative relative to the CAPM and Fama-French three-factor models, were positive once we included profitability and the other factors and were ...

MTUM: Investing in What’s Hot Lastly, I’ll look at the momentum factor. Although this factor wasn’t identified by Fama and French, their research did influence its discovery.

Fama and French Finally, Nobel laureates Eugene Fama and Kenneth French developed the famed three-factor model in 1992. In developing this model, the authors added the size and value factors to the ...

It was at Tufts that the kernel of the efficient market hypothesis was born. One of Fama’s professors ran a stock market forecasting service on the side, and asked the young Fama to test out ...

EMH is the closest finance has to a “theory of everything”, and won Fama the Nobel Prize for Economics in 2013.

And along the way, I read Fama’s Ph.D. dissertation. And it turns out that my professor had just gotten his Ph.D. from the University of Chicago. And that’s all he wanted to talk about.

Episode Notes The “Fama–French model” is a Nobel laureate-designed tool for predicting the stock market. It guides hundreds of billions in investments. The problem? Its numbers keep shifting.

Fama and French introduced the 3-factor and 5-factor models, which include additional factors such as size, value, profitability, and investment returns. AVUV does a fantastic job capturing this ...

Recap of Fama-French Investing can often feel like navigating through a maze, with countless strategies, theories, and tools at your disposal. Among these, the Fama-French factors stand out as an ...