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 29 August 2026
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U.S. regulatory agencies may consider broader economic issues in their antitrust probe into tech titans such as Amazon, Apple, Facebook, and Google etc. Hou
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Michel De Vroey delves into the global history of macroeconomic theories from real business cycles to persistent monetary effects. Michel De Vroey (2016)
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CEO overconfidence and corporate performance Malmendier and Tate (JFE 2008, JF 2005) argue that overconfident CEOs are more likely to initiate mergers an
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In addition to the OECD bank-credit-card model and Chinese online payment platforms, the open-payments gateways of UPI in India and Pix in Brazil have adapt
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What are the top global risks in trade, finance, and technology? In this macro report, we focus on the current global risks from inflation and growth con
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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