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My Life in Finance

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Professor Eugene Fama has written a very interesting autobiography. It covers the first 50 years of modern financial economics (he has been at the University of Chicago since 1960!). His research has been really impressive and covers market efficiency, asset pricing and corporate finance. After 50 years of research, there still seems to be many unanswered questions in asset pricing (what are the Fama and French factors?) and the recent financial crisis of 2008 has put some doubts on the theory of market efficiency. You can read his paper here.
 

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