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Friday, October 18, 2013

Rekenthaler Writes: Respect the Data!

News summary by MFWire's editors

Since this year's Nobel Prize for Economics was awarded, a number of pundits, including those at Bloomberg, have taken turns analyzing the significance of the work honored. That includes the work of DFA muse Eugene Fama.

Now, Morningstar's own John Rekenthaler has taken up the subject, noting that "All three researchers are steeped in the data analysis of investments."

In a column titled It's the Data, Stupid!, he writes "It's no exaggeration to write that Professor Fama's career was built on his ability to extract insights from large data sets. Among Fama's successes has been his careful, thorough analysis of several decades of U.S. stock market results, conducted with Ken French, which led to the groundbreaking conclusion that stocks have not in fact behaved as predicted by Professor Sharpe's capital-asset pricing model."

He also goes into how Fama's work differs from fellow laureate Robert Shiller, whether these ideas complement, or undermine, the idea of behavioral finance, and whether economists should think more like investors. 

Edited by: Tommy Fernandez


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