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Author ID: fama.eugene-f Recent zbMATH articles by "Fama, Eugene F."
Published as: Fama, Eugene F.; Fama, E. F.
External Links: MGP · Wikidata · GND · IdRef
Awards: Nobel Memorial Prize in Economic Sciences (2013)
Documents Indexed: 6 Publications since 1965
Biographic References: 1 Publication
Co-Authors: 4 Co-Authors with 5 Joint Publications
10 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

6 Publications have been cited 554 times in 548 Documents Cited by Year
Common risk factors in the returns on stocks and bonds. Zbl 1131.91335
Fama, Eugene F.; French, Kenneth R.
354
1993
Portfolio analysis in a stable paretian market. Zbl 0129.11903
Fama, E. F.
126
1965
Parameter estimates for symmetric stable distributions. Zbl 0217.51404
Fama, Eugene F.; Roll, Richard
47
1971
Cash balance and simple dynamic portfolio problems with proportional costs. Zbl 0212.24904
Eppen, G. D.; Fama, E. F.
20
1969
Three asset cash balance and dynamic portfolio problems. Zbl 0213.46003
Eppen, G. D.; Fama, E. F.
5
1971
Tests of the multiperiod two-parameter model. Zbl 1131.91336
Fama, Eugene F.; MacBeth, James D.
2
1974
Common risk factors in the returns on stocks and bonds. Zbl 1131.91335
Fama, Eugene F.; French, Kenneth R.
354
1993
Tests of the multiperiod two-parameter model. Zbl 1131.91336
Fama, Eugene F.; MacBeth, James D.
2
1974
Parameter estimates for symmetric stable distributions. Zbl 0217.51404
Fama, Eugene F.; Roll, Richard
47
1971
Three asset cash balance and dynamic portfolio problems. Zbl 0213.46003
Eppen, G. D.; Fama, E. F.
5
1971
Cash balance and simple dynamic portfolio problems with proportional costs. Zbl 0212.24904
Eppen, G. D.; Fama, E. F.
20
1969
Portfolio analysis in a stable paretian market. Zbl 0129.11903
Fama, E. F.
126
1965
all top 5

Cited by 1,049 Authors

11 Rachev, Svetlozar T.
8 Fan, Jianqing
7 Fabozzi, Frank J.
6 Lan, Wei
6 Veredas, David
6 Xiu, Dacheng
5 Aït-Sahalia, Yacine
5 Ando, Tomohiro
4 Bodnar, Taras
4 Kim, Woo Chang
4 Linton, Oliver Bruce
4 Mittnik, Stefan
4 Ortobelli, Sergio
4 Schmid, Wolfgang
3 Arvanitis, Stelios
3 Bai, Jushan
3 Bouchaud, Jean-Philippe
3 Chen, Zhiping
3 Doganoglu, Toker
3 Feng, Long
3 Garcia, René
3 Gospodinov, Nikolay
3 He, Yong
3 Ibragimov, Rustam
3 Kan, Raymond
3 Konno, Hiroshi
3 Kwon, Roy H.
3 Liu, Binghui
3 Meade, Nigel
3 Necir, Abdelhakim
3 Okhrin, Yarema
3 Robotti, Cesare
3 Sentana, Enrique
3 Sornette, Didier
3 Tichý, Tomáš
3 Topaloglou, Nikolas
3 Tu, Jun
3 Wang, Hansheng
3 Wang, Weichen
3 Wong, Wing-Keung
3 Yamamoto, Rei
3 Zhang, Xinsheng
3 Zhong, Yiqiao
2 Akdeniz, Levent
2 Almeida, Caio
2 Bagnato, Luca
2 Ben-Moshe, Dan
2 Billio, Monica
2 Cai, Zongwu
2 Carvalho, Carlos Marinho
2 Chan, Ngai Hang
2 Chen, Zilin
2 Chenyao, D.
2 Cheong, Young-Ho
2 Costa, Giorgio
2 Ding, Yuanyao
2 Dominicy, Yves
2 Doumpos, Michael
2 Edirisinghe, N. Chanaka P.
2 Fan, Zhaozhi
2 Fiorentini, Gabriele
2 Fisher, Mark H.
2 Flori, Andrea
2 Gao, Yachun
2 Giacomini, Raffaella
2 Gotoh, Jun-ya
2 Grobys, Klaus
2 Guégan, Dominique
2 Guidolin, Massimo
2 Hallerbach, Winfried G.
2 Hallin, Marc
2 Horváth, Lajos
2 Huang, Xiaoxia
2 Inderfurth, Karl
2 Jensen, Mark J.
2 Kelly, Bryan
2 Kleibergen, Frank
2 Koksalan, Murat M.
2 Kubokawa, Tatsuya
2 Lai, Wan-Ni
2 Lando, Tommaso
2 Lau, Amy Hing-Ling
2 Lau, Hon-Shiang
2 Li, Yong
2 Lim, Andrew E. B.
2 Lin, Qi
2 Lin, Xi
2 Liu, Jia
2 Liu, Liping
2 Lu, Wanbo
2 Ma, Chunhua
2 Meraghni, Djamel
2 Mohrschladt, Hannes
2 Namba, Akio
2 Ogata, Hiroaki
2 Olbryś, Joanna
2 Olmo, Jose
2 Ouysse, Rachida
2 Pätäri, Eero
2 Petronio, Filomena
...and 949 more Authors
all top 5

Cited in 116 Serials

71 Journal of Econometrics
51 Quantitative Finance
40 European Journal of Operational Research
24 Annals of Operations Research
24 Economics Letters
19 Journal of Economic Dynamics & Control
16 Mathematical and Computer Modelling
15 Computational Statistics and Data Analysis
15 Asia-Pacific Financial Markets
12 International Journal of Theoretical and Applied Finance
10 Physica A
10 Econometric Reviews
9 Journal of Economic Theory
9 Journal of Multivariate Analysis
8 Insurance Mathematics & Economics
7 The Annals of Statistics
7 Statistics
7 Annals of Finance
6 Journal of the American Statistical Association
5 Applied Mathematics and Computation
5 Communications in Statistics. Theory and Methods
5 Journal of Statistical Computation and Simulation
5 Stochastic Processes and their Applications
5 Methodology and Computing in Applied Probability
4 Journal of Computational and Applied Mathematics
4 Journal of Statistical Planning and Inference
4 Operations Research Letters
4 Journal of Time Series Analysis
4 Computers & Operations Research
4 Econometric Theory
4 Journal of Probability and Statistics
3 Chaos, Solitons and Fractals
3 OR Spektrum
3 Journal of Global Optimization
3 Computational Economics
3 Statistical Papers
3 Journal of Mathematical Sciences (New York)
3 The Econometrics Journal
3 Extremes
3 North American Actuarial Journal
3 Journal of Industrial and Management Optimization
3 The Annals of Applied Statistics
2 The Canadian Journal of Statistics
2 International Journal of Systems Science
2 Journal of the Franklin Institute
2 Annals of the Institute of Statistical Mathematics
2 Mathematics and Computers in Simulation
2 Statistics & Probability Letters
2 Statistical Science
2 The Annals of Applied Probability
2 Computational Statistics
2 Applied Mathematics. Series B (English Edition)
2 Open Economies Review
2 Applied Mathematical Finance
2 Journal of Nonparametric Statistics
2 Journal of Applied Statistics
2 CEJOR. Central European Journal of Operations Research
2 Probability in the Engineering and Informational Sciences
2 OR Spectrum
2 Review of Derivatives Research
2 Journal of Forecasting
2 Mathematics and Financial Economics
2 Science China. Mathematics
2 Algorithmic Finance
1 Metrika
1 Physics Reports
1 Applied Mathematics and Optimization
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Operations Research
1 Trabajos de Estadistica y de Investigacion Operativa
1 Bulletin of the Iranian Mathematical Society
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Journal of Theoretical Probability
1 Signal Processing
1 Communications in Statistics. Simulation and Computation
1 Zeitschrift für Operations Research. Serie A: Theorie
1 Computational Optimization and Applications
1 Applied and Computational Harmonic Analysis
1 Economic Theory
1 Top
1 Bernoulli
1 Finance and Stochastics
1 Mathematical Finance
1 Optimization Methods & Software
1 Soft Computing
1 Journal of Applied Mathematics and Decision Sciences
1 Chaos
1 Discrete Dynamics in Nature and Society
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Journal of Zhejiang University. Science
1 Journal of Applied Mathematics
1 Journal of Machine Learning Research (JMLR)
1 Fuzzy Optimization and Decision Making
1 Computational Management Science
1 Journal of the Korean Statistical Society
...and 16 more Serials

Citations by Year

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