Rankings / Candidate
Kenneth R. French
Dartmouth College (Tuck School of Business) · Finance
Currently #11, tier Field, score 14.3, named by 1 source.Score history: 100.0, 25.0, 14.3
The work. With Eugene Fama, the three-factor model: stock returns explained by market, size, and value. He also maintains the data library that half of empirical finance runs on.
The case for. The factor model is the workhorse of asset pricing and of a trillion-dollar quant industry. The data library alone is a public good.
The case against. Fama already won in 2013 and French was left off. The committee rarely goes back for the other half of a partnership.
The KmikeyM angle. KmikeyM is a one-stock market with no size or value factor to load on, the purest idiosyncratic risk French's model was built to ignore.
What the sources say
- Clarivate alumni (prior years) named Kenneth R. French: named in 2002: for contributions to asset pricing, including the three-factor model (heat 100) Preseason: the Clarivate alumni pool