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 13 June 2026
2019-07-29 11:33:00 Monday ET

Blackrock asset research director Andrew Ang shares his economic insights into fundamental factors for global asset management. As Ang indicates in an inter
2023-12-04 12:30:00 Monday ET

Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
2019-02-11 09:37:00 Monday ET

Corporate America uses Trump tax cuts and offshore cash stockpiles primarily to fund share repurchases for better stock market valuation. Share repurchases
2018-09-11 18:36:00 Tuesday ET

President Trump tweets that Apple can avoid tariff consequences by shifting its primary supply chain from China to America. These Trump tariffs on another $
2019-02-07 07:25:00 Thursday ET

President Trump picks David Malpass to run the World Bank to curb international multilateralism. The Trump administration seems to prefer bilateral negotiat
2025-02-02 11:28:00 Sunday ET

Our proprietary alpha investment model outperforms most stock market indexes from 2017 to 2025. Our proprietary alpha investment model outperforms the ma