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The Corporate Cost of Capital and the Return on Corporate Investment

FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …

Persistent link: https://www.econbiz.de/10005794782

Forecasting Profitability and Earnings.

FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …

Persistent link: https://www.econbiz.de/10005794786

Multifactor Portfolio Efficiency and Multifactor Asset Pricing

Fama, Eugene F. - In: Journal of Financial and Quantitative Analysis 31 (1996) 04, pp. 441-465

The concept of multifactor portfolio efficiency plays a role in Merton's intertemporal CAPM (the ICAPM), like that of mean-variance efficiency in the Sharpe-Lintner CAPM. In the CAPM, the relation between the expected return on a security and its risk is just the condition on security weights...

Persistent link: https://www.econbiz.de/10008544237

Profitability, investment and average returns

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 82 (2006) 3, pp. 491-518

Persistent link: https://www.econbiz.de/10005352007

Business conditions and expected returns on stocks and bonds

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 25 (1989) 1, pp. 23-49

Persistent link: https://www.econbiz.de/10005362564

Financing decisions: who issues stock?

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 76 (2005) 3, pp. 549-582

Persistent link: https://www.econbiz.de/10005362585

Organizational forms and investment decisions

Fama, Eugene F.; Jensen, Michael C. - In: Journal of Financial Economics 14 (1985) 1, pp. 101-119

Persistent link: https://www.econbiz.de/10005362667

Term premiums and default premiums in money markets

Fama, Eugene F. - In: Journal of Financial Economics 17 (1986) 1, pp. 175-196

Persistent link: https://www.econbiz.de/10005362670

Common risk factors in the returns on stocks and bonds

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 33 (1993) 1, pp. 3-56

Persistent link: https://www.econbiz.de/10005362679

Term-structure forecasts of interest rates, inflation and real returns

Fama, Eugene F. - In: Journal of Monetary Economics 25 (1990) 1, pp. 59-76

Persistent link: https://www.econbiz.de/10005131450