Test of Time

Three Challenges of Investing

October 2001
Three Challenges of Investing.pdf
Remarks by John C. Bogle, Founder and Former Chairman, The Vanguard Group

Fama Answers the Critics

September 1999
Professor Fama Answers the Critics.pdf
Eugene F. Fama, Jr., Vice President, Dimensional Fund Advisors

Landmark Research

Defining Growth and Value

August 2008
Defining Growth and Value:  Implications for Returns and Turnover.pdf
James L. Davis, Vice President, Dimensional Fund Advisors
Inmoo Lee, Vice President, Dimensional Fund Advisors

Mutual Fund Performance and Manager Style

May 2000
Mutual Fund Performance and Manager Style.pdf
James L. Davis, Vice President, Dimensional Fund Advisors

Earnings Growth and Stock Returns

August 2000
Earnings Growth and Stock Returns.pdf
Truman A. Clark

Multifactor Asset Pricing Model

1993
Fama-French - Common risk factors in the returns of stocks and bonds.pdf
Eugene F. Fama
Kenneth R. French

The Arithmetic of Active Management

1991
The Arithmetic of Active Management.pdf
William F. Sharpe

Investment Philosophy

The Role of Trading Costs

September 2006
Trading Costs.pdf
Roger M. Edelen, Richard Evans & Gregory B. Kadlec

The New Indexing

July 2000
The New Indexing.pdf
Eugene F. Fama, Jr., Vice President, Dimensional Fund Advisors

Active Versus Passive Management

October 1995
Active vs. Passive Management.pdf
Rex A. Sinquefield, Director, Dimensional Fund Advisors