虽然法玛和法兰奇(Fama and French)一再捍卫自己的模型属于理性定价模型,但本文作者 认为对他们的模型更好的解释莫过于行为金融学了。
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狄邦特和泰勒(DeBondt and Thaler)以及法玛和弗伦奇(Fama and French)是较早发现股票收益率均值回归现象的学者。股票价格总是围绕其价值中枢上下波动,既不会存在永远下跌,也不会有永远上涨。
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fama and french
法玛和弗伦奇
以上为机器翻译结果,长、整句建议使用 人工翻译 。
Fama and French do not believe the excess return from value investing is not without consequence.
FORBES: Value Stocks are in the Eye of the Beholder
This finding is confirmed by 30 years of research, ranging from "behaviorists" such as Robert Shiller and Richard Thaler to "efficient marketers" such as Eugene Fama and Ken French, to "economists" such as John Campbell and myself.
WSJ: Is Now the Time to Buy Stocks?
Gene Fama and Ken French popularized this methodology for investors during the 1990s by introducing the Fama-French Three-Factor Model.
FORBES: Beat the Market with Small-Cap Value Stocks
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