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 September 2023
2018-11-13 12:30:00 Tuesday ET
President Trump promises a great trade deal with China as Americans mull over mid-term elections. President Trump wants to reach a trade accord with Chinese
2022-02-25 00:00:00 Friday ET
Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2022-11-15 10:30:00 Tuesday ET
Stock market misvaluation and corporate investment payout The behavioral catering theory suggests that stock market misvaluation can have a first-order
2018-05-04 06:29:00 Friday ET
Commerce Secretary Wilbur Ross suggests that 5G remains a U.S. top technology priority in light of the telecom merger proposal between Sprint and T-Mobile a
2017-09-25 09:42:00 Monday ET
President Trump has allowed most JFK files to be released to the general public. This batch of documents reveals many details of the assassination of Presid
2019-10-03 17:39:00 Thursday ET
President Trump indicates that he would consider an interim Sino-American trade deal in lieu of a full trade agreement. The Trump administration defers high