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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
2019-09-19 15:30:00 Thursday ET

U.S. yield curve inversion can be a sign but not a root cause of the next economic recession. Treasury yield curve inversion helps predict each of the U.S.
2019-10-27 17:37:00 Sunday ET

International climate change can cause an adverse impact on long-term real GDP economic growth. USC climate change economist Hashem Pesaran and his co-autho
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What are the best online stock market investment tools? Stock trading has seen an explosion since the start of the pandemic. As people lost their jobs an
2022-04-25 10:34:00 Monday ET

Corporate ownership governance theory and practice The genesis of modern corporate governance and ownership studies traces back to the seminal work
2020-08-19 10:32:00 Wednesday ET

Corporate strategies, portfolio choices, and management memes add value and drive business process improvements over time. Andrew Campbell, Jo Whitehead,