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The fama portfolio

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The fama portfolio

WINNER OF THENOBEL PRIZE IN ECONOMICSTHEFAMAPORTFOLIOv\V---SELECTED PAPERS OFEUGENE F. FAMA------ EDITED BY -----John H. Cochrane and Tobias J. Moskow

The fama portfoliowitzTHE FAMA PORTFOLIOSELECTED PAPERS OF EUGENE F. FAMAEdited by John H. Cochrane and Tobias J. MoskowitzTHE UNIVERSITY or CHICAGO PRESSChicago and Lo

ndon'I he University of Chicago Press. Chicago 60637I he University of Chicago Press. Ltd., London© 2017 by Pie University of Chicago.All rights reser The fama portfolio

ved.No pari of this book may In* used or reproduced in any manner whatsoever without written permission, except in the case of brief quotations in cri

The fama portfolio

tical articles and reviews. I or more information, contact theUniversity of Chicago Press, 1427 E. 6olh St., Chicago, IL 60637.Published 2017Printed i

WINNER OF THENOBEL PRIZE IN ECONOMICSTHEFAMAPORTFOLIOv\V---SELECTED PAPERS OFEUGENE F. FAMA------ EDITED BY -----John H. Cochrane and Tobias J. Moskow

The fama portfoliocago/978o226426983.ooi.oooiLibrary of Congress Cataloging in Publication DataNames: Cochrane. John 11. (John I lowland), 1957- editor, author. I Mosko

witz, Tobias J. (Tobias Jacob), 1971 editor, author. I Fama, Eugene E, 1939 Works. Selections.Title: the Fama portfolio: selected papers of Eugene E l The fama portfolio

ama! edited by John 11. Cochrane and Tobias J. Moskowitz.Description: Chicago: Pie University of Chicago Press, 2017.Identifiers: I C.CN 20160361741

The fama portfolio

ISBN 9780226426846 (cloth : alk. paper) I ISBN 9780226426983 (e book)Subjects: I.CSII: Capital market. I Finance. I Efficient market theory. I Stocks—

WINNER OF THENOBEL PRIZE IN ECONOMICSTHEFAMAPORTFOLIOv\V---SELECTED PAPERS OFEUGENE F. FAMA------ EDITED BY -----John H. Cochrane and Tobias J. Moskow

WINNER OF THENOBEL PRIZE IN ECONOMICSTHEFAMAPORTFOLIOv\V---SELECTED PAPERS OFEUGENE F. FAMA------ EDITED BY -----John H. Cochrane and Tobias J. Moskow

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