Thursday, March 4, 2010

Gene Fama "My Life in Finance"

Eugene Fama is widely credited for developing the theory of efficient markets. As far as finance goes, he is one of the preeminent researchers in the field, ever. It is really hard to begin to quantify his contributions. In my own personal work, I am sure that I cite Fama's work more than that of any other single researcher. (Most of Fama's work is coauthored with Ken French).

Fama's papers are interesting, clearly articulated and well written. He tackles complex problems in the most straightforward way.

Fama has published (on his blog and in a journal) a sort of autobiography titled "My life in finance". It details his major research ideas and is really essential reading for any serious student of finance.