Ken French, the Roth Family Distinguished Professor of Finance at Dartmouth College, earned a B.S. in mechanical engineering from Lehigh and an MBA, M.S. and Ph.D. in finance from the University of Rochester.

French is known for his work on asset pricing with Eugene Fama, the 2013 Nobel laureate in economics. Their articles are among most-cited in finance. They challenged the Capital Asset Pricing Model, which holds that a stock’s expected return is determined only by its sensitivity to general market movements. The Fama and French three-factor model says a stock’s expected returns also depend on its sensitivity to a size factor (the return on small stocks minus the return on big stocks) and to a value factor (the return on high book-to-market value stocks minus the return on low book-to-market growth stocks). The model explains patterns in stock returns that had been considered anomalies.

French has also taught at M.I.T., Yale, and the University of Chicago.