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+See MoreSharpe-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 27 June 2026
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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Many successful business organizations develop their distinctive capabilities and unique value propositions for strategic reasons. Paul Leinwand and Cesa