Hints and tips:
...My approach is to use the widely accepted factors in the Fama-French model — value, profitability, size, investment — plus momentum....
...Across the factorverse Over three centuries ago, the Sephardi merchant Joseph de la Vega wrote the first book on the new phenomenon of financial markets that had blossomed in 17th century Amsterdam, the...
...Yes — 2013′s Sveriges Riksbank Prize in Economic Sciences will be shared by Eugene Fama, Lars Peter Hansen and Robert Shiller… Shiller and Fama. Hmm....
...Mandelbrot distinguished between “Joseph” effects and “Noah” effects. Joseph effects – seven fat years here, seven lean years there – occurred when markets were evolving gradually and continuously....
...Joseph Stiglitz, now famous as a critic of globalisation, published a proof that the efficient markets hypothesis was logically impossible because otherwise it would be irrational to spend money on research...
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