Edit Profile (opens in new tab) Fama, Eugene F. Compute Distance To: Compute Author ID: 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 Co-Authors 1 single-authored 2 Eppen, Gary D. 1 French, Kenneth R. 1 MacBeth, James D. 1 Roll, Richard W. Serials 2 Management Science. Ser. A, Theory Series 2 Journal of Financial Economics 1 International Economic Review 1 Journal of the American Statistical Association Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 567 times in 553 Documents Cited by ▼ Year ▼ Common risk factors in the returns on stocks and bonds. Zbl 1131.91335Fama, Eugene F.; French, Kenneth R. 358 1993 Portfolio analysis in a stable paretian market. Zbl 0129.11903Fama, E. F. 130 1965 Parameter estimates for symmetric stable distributions. Zbl 0217.51404Fama, Eugene F.; Roll, Richard 50 1971 Cash balance and simple dynamic portfolio problems with proportional costs. Zbl 0212.24904Eppen, G. D.; Fama, E. F. 21 1969 Three asset cash balance and dynamic portfolio problems. Zbl 0213.46003Eppen, G. D.; Fama, E. F. 6 1971 Tests of the multiperiod two-parameter model. Zbl 1131.91336Fama, Eugene F.; MacBeth, James D. 2 1974 Common risk factors in the returns on stocks and bonds. Zbl 1131.91335Fama, Eugene F.; French, Kenneth R. 358 1993 Tests of the multiperiod two-parameter model. Zbl 1131.91336Fama, Eugene F.; MacBeth, James D. 2 1974 Parameter estimates for symmetric stable distributions. Zbl 0217.51404Fama, Eugene F.; Roll, Richard 50 1971 Three asset cash balance and dynamic portfolio problems. Zbl 0213.46003Eppen, G. D.; Fama, E. F. 6 1971 Cash balance and simple dynamic portfolio problems with proportional costs. Zbl 0212.24904Eppen, G. D.; Fama, E. F. 21 1969 Portfolio analysis in a stable paretian market. Zbl 0129.11903Fama, E. F. 130 1965 all cited Publications top 5 cited Publications all top 5 Cited by 1,068 Authors 11 Rachev, Svetlozar T. 8 Fan, Jianqing 7 Fabozzi, Frank J. 6 Ando, Tomohiro 6 Lan, Wei 6 Veredas, David 6 Xiu, Dacheng 5 Aït-Sahalia, Yacine 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, Kunpeng 2 Li, Yong 2 Lim, Andrew E. B. 2 Lin, Qi 2 Lin, Xi 2 Liu, Jia 2 Liu, Liping 2 Lü, Lina 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 ...and 968 more Authors all top 5 Cited in 116 Serials 72 Journal of Econometrics 51 Quantitative Finance 40 European Journal of Operational Research 24 Annals of Operations Research 24 Economics Letters 20 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 11 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 Communications in Statistics. Simulation and Computation 2 Applied Mathematics. Series B (English Edition) 2 Open Economies Review 2 Applied Mathematical Finance 2 Bernoulli 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 Zeitschrift für Operations Research. Serie A: Theorie 1 Computational Optimization and Applications 1 Applied and Computational Harmonic Analysis 1 Economic Theory 1 Top 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 all top 5 Cited in 23 Fields 345 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 294 Statistics (62-XX) 77 Probability theory and stochastic processes (60-XX) 58 Operations research, mathematical programming (90-XX) 27 Numerical analysis (65-XX) 13 Computer science (68-XX) 10 Systems theory; control (93-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 Information and communication theory, circuits (94-XX) 2 Partial differential equations (35-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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