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 26 September 2026
2019-10-31 13:38:00 Thursday ET

AYA Analytica finbuzz podcast channel on YouTube October 2019 In this podcast, we discuss several topical issues as of October 2019: (1)
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AYA Analytica finbuzz podcast channel on YouTube November 2019 In this podcast, we discuss several topical issues as of November 2019: (1) The Trump adm
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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President Trump approves a phase one trade agreement with China. This approval averts the introduction of new tariffs on Chinese imports. In return, China s
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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Goldman Sachs chief economist Jan Hatzius proposes designing a new Financial Conditions Index (FCI) to be a weighted-average of interest rates, exchange rat