Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 23 May 2026
2017-03-03 05:39:00 Friday ET

As the biggest IPO since Alibaba in recent years, Snap Inc with its novel instant-messaging app SnapChat achieves $30 billion stock market capitalization.
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2019-04-11 07:35:00 Thursday ET

European Central Bank designs its current monetary policy reaction function and interest rate forward guidance in response to key delays in inflation conver
2018-04-17 12:38:00 Tuesday ET

Value investment strategies make investors wiser like water with core fundamental factor analysis. Value investors tend to buy stocks below their intrinsic
2019-11-26 11:30:00 Tuesday ET

AYA Analytica finbuzz podcast channel on YouTube November 2019 In this podcast, we discuss several topical issues as of November 2019: (1) The Trump adm
2019-04-19 12:35:00 Friday ET

Federal Reserve proposes to revamp post-crisis rules for U.S. banks. The current proposals would prescribe materially less strict requirements for community