What is he best known for?
The fields of study he is best known for:
- Finance
- Inflation
- Financial economics
His primary areas of investigation include Financial economics, Monetary economics, Econometrics, Capital asset pricing model and Common stock.
His Financial economics study combines topics in areas such as Bond and Efficient-market hypothesis.
His Monetary economics research incorporates elements of Stock exchange, Free cash flow, Debt, Market maker and Stock market bubble.
His studies in Econometrics integrate themes in fields like Forward rate, Earnings growth and Autocorrelation.
His biological study spans a wide range of topics, including Actuarial science, Fama–French three-factor model and Security market line.
His Low-volatility anomaly study also includes fields such as
- Growth stock that connect with fields like Stock valuation and Momentum investing,
- Value premium and related Value investing.
His most cited work include:
- Common risk factors in the returns on stocks and bonds (16555 citations)
- EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (12251 citations)
- The Cross‐Section of Expected Stock Returns (12231 citations)
What are the main themes of his work throughout his whole career to date?
His scientific interests lie mostly in Financial economics, Econometrics, Monetary economics, Capital asset pricing model and Profitability index.
His research investigates the connection between Financial economics and topics such as Dividend that intersect with issues in Debt.
His work on Capital structure as part of general Debt research is often related to Pecking order, thus linking different fields of science.
His Econometrics study deals with Interest rate intersecting with Inflation.
His Monetary economics research is multidisciplinary, incorporating perspectives in Cost of capital and Financial system.
His work focuses on many connections between Capital asset pricing model and other disciplines, such as Investment, that overlap with his field of interest in Consumption.
He most often published in these fields:
- Financial economics (40.11%)
- Econometrics (30.48%)
- Monetary economics (20.32%)
What were the highlights of his more recent work (between 2014-2021)?
- Econometrics (30.48%)
- Portfolio (9.63%)
- Monetary economics (20.32%)
In recent papers he was focusing on the following fields of study:
Econometrics, Portfolio, Monetary economics, Capital asset pricing model and Financial economics are his primary areas of study.
His studies deal with areas such as Regression, Theory of storage, Futures contract, Spot contract and Interest rate as well as Econometrics.
His study in Portfolio is interdisciplinary in nature, drawing from both Value and Efficient-market hypothesis.
In his research, Return volatility is intimately related to Profitability index, which falls under the overarching field of Monetary economics.
His study looks at the relationship between Capital asset pricing model and fields such as Investment, as well as how they intersect with chemical problems.
He is interested in Expected return, which is a field of Financial economics.
Between 2014 and 2021, his most popular works were:
- Dissecting Anomalies with a Five-Factor Model (317 citations)
- International tests of a five-factor asset pricing model ☆ (218 citations)
- International Tests of a Five-Factor Asset Pricing Model (128 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Inflation
- Statistics
Eugene F. Fama mainly focuses on Monetary economics, Profitability index, Capital asset pricing model, Financial economics and Investment.
His study in Interest rate, Inflation, Demand deposit, Velocity of money and Money measurement concept is carried out as part of his Monetary economics studies.
His research ties Return volatility and Profitability index together.
The Capital asset pricing model study combines topics in areas such as Regression and Portfolio.
His work on Market portfolio, Portfolio efficiency and Expected return as part of general Portfolio study is frequently linked to Simplicity, bridging the gap between disciplines.
Eugene F. Fama has researched Investment in several fields, including Econometrics, Statistic and Sharpe ratio.
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