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 28 March 2026
2019-02-02 11:36:00 Saturday ET

The Trump administration teams up with western allies to bar HuaWei and other Chinese tech firms from building the 5G high-speed infrastructure due to natio
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Ray Fair applies his macroeconometric model to study the central features of the U.S. macroeconomy such as price stability and full employment in the dual m
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Daron Acemoglu and James Robinson show that good inclusive institutions contribute to better long-run economic growth. Daron Acemoglu and James Robinson
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CNBC news anchor Becky Quick interviews Berkshire Hathaway's Warren Buffett in light of the recent stock market gyrations and movements. Warren Buffett
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode