Eugene Fama, every mention

mentionsepisodesper episode tap a year for its mentions

Verbatim, from the transcripts: the passages where Eugene Fama comes up

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▶ 4:04 Ron Cantowitz You got to study with legends in finance, guys like Merton Miller and Eugene Fommer.

▶ 9:23 Steve Nesbitt It's amazing to me that investment theory changed radically in the late fifties, early sixties with Markowitz, Bill Sharp, Gene Fama, basically modern portfolio theory.

▶ 4:46 Ted Seides Our conversation covers Cliff's journey from studying market efficiency under Eugene Fama to capitalizing on market inefficiencies at AQR.
▶ 13:03 Ted Seides What was the first spark for you going from studying under Gene Fama to practicing that what you were learning at Chicago Efficient Markets wasn't quite right? 10 times in the scene
▶ 27:02 Cliff Asness I blame my heroes, Fama and French, for that.
▶ 1:10:49 Cliff Asness And then I got to go with my two dissertation chairs, Fama and French. 4 times in the scene

▶ 48:43 Brian Bares I think if you look at the Fama French three factor model, price to book has just stopped working.

▶ 24:49 Sir Paul Marshall So, it seems to me that, um, Pharma, the founder of Vision Market Theory, never really produced proof that markets were efficient.

▶ 27:59 Dan Rasmussen Basically the traditional value screens that should be relatively obvious to anyone who's ever read Fama in French or familiar with the academic literature, right?
▶ 49:20 Dan Rasmussen And all of these quantitatively educated CFA people that know the names Fama in French are saying, no, no, growth doesn't work by value.

▶ 6:37 Drew Dickson And Eugene Fama, this paragon and pillar of efficient market theory thought it was really interesting what he was doing. 4 times in the scene
▶ 52:45 Drew Dickson And this is something for Gene Fama and the official market crew to have to grapple with. 2 times in the scene

▶ 23:27 Patrick O'Shaughnessy This is a very good thing, and I think it's been one of the great things for investors in the last three decades or so, dating back to Fama French's original paper in the early nineties. 2 times in the scene

▶ 25:27 Chris Ailman Taking them all the way back to modern portfolio theory of Markowitz, bringing them up through Farmer French and Bill Sharp's work, showing them the academic work behind it that gives them the basis for the theory and gets them comfortable.

▶ 25:29 Michael Batnick And I think about Gene Fama winning the Nobel Prize and sharing it the exact same year with Bob Schiller, diametrically opposed views.

▶ 7:27 Jim Williams This was the seventies, so Myron Scholes, Fisher Black, Gene Fama, I even sat on some classes that Milton Friedman taught,

▶ 11:49 Paul Johnson So we leveraged all of that, and back and forth because of this process, we ended up with six factors, and once we got it, so many things fell into place, and FOMA's market efficiency maps perfectly, and 3 times in the scene

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