In 2013, Eugene Fama won the Nobel Prize in Economics for his work on the efficient market hypothesis. One of his most significant contributions to investing has come from his collaboration with his colleague Kenneth French and their work in the development of Factor Models for Investing and their contribution to portfolio construction at Dimensional Fund Advisors. Asset allocation models based on a factor-based framework have become incredibly popular in the investment community, and many investors are wondering whether or not they should incorporate factors into their retirement investment framework.






Articles, Links & Resources


Interview with Eugene Fama

Interview with Kenneth French

Interview with Gerrard O’Reilly

Video – Gerrard O’Reilly Integrating Multiple Premiums In Dimensional Strategies

Video – Including profitability in your asset allocation

3 Factor Model – The Balance

NY Times – David Booth Interview

Robert Novy-Marx paper – The other side of value: The gross profitability premium