Aug 4, 2010
Q & A
Does an equity strategy focusing on stocks with above-average dividend yield offer an appealing risk/reward tradeoff? Have dividend-paying stocks outperformed non-dividend payers in the U.S.?
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Jul 28, 2010
Q & A
Does the deteriorating financial condition of the U.S. government diminish the appeal of U.S. Treasury securities as a risk-free asset? Should investors consider adding government securities from other countries to diversify?
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Jul 21, 2010
Q & A
What model for executive compensation at public companies would you like to see? Should shareholders vote on these matters?
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Jul 14, 2010
Q & A
To what extent do the limits of arbitrage (Schleifer and Vishny, 1997) discredit the idea of market efficiency?
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Jul 7, 2010
Q & A
Should investors expect higher returns from private equity investments as compensation for the lack of liquidity? Does private equity offer a useful diversification benefit in a balanced portfolio?
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Jun 30, 2010
Q & A
Can put or call options be used to achieve a more predictable risk-return tradeoff? For example, should I purchase put options to minimize equity portfolio losses?
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Jun 22, 2010
Links
KRF: The Squam Lake Group recently published "The Squam Lake Report: Fixing the Financial System". We launched the book with a conference in New York.
Jun 1, 2010
Videos
EFF: I was interviewed on CNBC's "Squawk Box" this past Friday about the recent financial crisis and financial regulatory reform.
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Apr 28, 2010
Q & A
Some economists argue that prohibiting insider trading does more harm than good by reducing the flow of useful information. Do you agree?
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Apr 21, 2010
Q & A
Is semi-variance a more useful measure of downside risk than standard deviation? My clients aren't worried about market surges, they're worried about market crashes.
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ABOUT FAMA AND FRENCH
Eugene F. Fama
The Robert R.
McCormick Distinguished
Service Professor of
Finance at the University
of Chicago Booth School
of Business
Kenneth R. French
The Carl E. and Catherine
M. Heidt Professor of
Finance at the Tuck
School of Business at
Dartmouth College
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Dimensional Fund Advisors Ltd. is authorised and regulated in the United Kingdom by the Financial Services Authority (FRN: 150100), is registered in England and Wales under Company No. 02569601 and VAT No. 577327607. The registered office address of Dimensional Fund Advisors Ltd. is 7 Down Street, London, W1J 7AJ, United Kingdom. Dimensional Fund Advisors Ltd. is a subsidiary of Dimensional Fund Advisors.