ALLIANCE CAP MANAGEMENT L.P. provides diversified investment management services, primarily to pension funds, endowments, foreign financial institutions, and to individual investors....
+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 25 July 2026
2019-10-17 08:35:00 Thursday ET

The European Central Bank expects to further reduce negative interest rates with new quantitative government bond purchases. The ECB commits to further cutt
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Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implement
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President Trump forces the Federal Reserve to normalize the current interest rate hike to signal its own monetary policy independence from the White House.
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Quant Quake 2.0 shakes investor confidence with rampant stock market fears and doubts during the recent Fed Chair transition from Janet Yellen to Jerome Pow
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Louis Kaplow strives to find a delicate balance between efficiency gains and redistributive taxes in the social welfare function. Louis Kaplow (2010)
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Innovative investment theory and practice Corporate investment can be in the form of real tangible investment or intangible investment. The former conce