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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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Treasury Secretary Steve Mnuchin indicates that the Trump team puts the trade war with China on hold. The interim suspension of U.S. tariffs should offer in
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As former chairman of the British Financial Services Authority and former director of the London School of Economics, Howard Davies shares his ingenious ins
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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 analytic business competitors can apply smart data science to support their distinctive capabilities and strategic advantages. Thomas Davenport and
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode