Aug 6, 2009
Links
Robert Lucas in The Economist 
KRF: Professor Robert Lucas of the University of Chicago has an interesting guest article in The Economist, "In defense of the dismal science."
Aug 3, 2009
Links
Cliff Asness on the U.S. Healthcare Bill 
EFF/KRF: For an interesting and colorful economic analysis of the proposed U.S. Healthcare Bill we recommend "Health Care Mythology" by Cliff Asness, a Chicago Booth Ph.D.
Mar 26, 2009
Links
Performance of Mutual Funds 
EFF/KRF: Our new paper, Luck versus Skill in the Cross Section of Mutual Fund Alpha Estimates, takes another look at the performance of mutual funds. Bootstrap simulations produce no evidence that any managers have enough skill to cover the costs they impose on investors. If there are managers with sufficient skill to cover costs, they are hidden among the mass of managers with insufficient skill.
Mar 25, 2009
Links
Historical Returns 

KRF: If you are looking for historical returns on our three factors and many other interesting portfolios, you can find them on my web site.

Jan 9, 2009
Links
Economist Podcasts 
EFF/KRF: The Economist provides unusually clear and accurate analysis of economic and financial issues. You can download podcasts from The Economist on iTunes.
Dec 30, 2008
Links
Working Papers 

EFF/KRF: There is often a two or three year gap between the first draft of a paper and publication in a top finance journal. Most financial economists post their working papers on SSRN.com and, because the publication process is so slow, that is where they look for the latest research. Most papers on SSRN are available for free.

Ours are available here:

Dec 19, 2008
Links
The Becker-Posner Blog 


EFF/KRF: Gary Becker (University of Chicago faculty member in economics and business and a Nobel Prize winner in economics) and Richard Posner (University of Chicago Law School professor and a US Appellate Judge) are intellectual giants of economics and law.  Whatever they have to say is worth a read.

Dec 10, 2008
Links
IGM Website 


EFF/KRF: The IGM (Initiative on Global Markets of the University of Chicago Booth School of Business) web site has lots of good stuff from op eds to links to serious academic papers of the business school faculty.

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
SECTIONS

CATEGORIES
Financial Markets (18)
Market Efficiency (16)
Economic Policy (14)
Investments (40)
SEARCH
Enter a word or phrase to search for.
SUBSCRIBE
Enter your e-mail address to receive updates.
This article is distributed for educational purposes and should not be considered investment advice or an offer of any security for sale. This article contains the opinions of the author but not necessarily Dimensional Fund Advisors and does not represent a recommendation of any particular security, strategy or investment product. Dimensional Fund Advisors is an investment advisor registered with the Securities and Exchange Commission. Information contained herein has been obtained from sources believed to be reliable, but is not guaranteed. Past performance is not indicative of future results and no representation is made that the stated results will be replicated.

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.