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 11 July 2026
2017-09-25 09:42:00 Monday ET

President Trump has allowed most JFK files to be released to the general public. This batch of documents reveals many details of the assassination of Presid
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2019-04-11 07:35:00 Thursday ET

European Central Bank designs its current monetary policy reaction function and interest rate forward guidance in response to key delays in inflation conver
2019-02-04 07:42:00 Monday ET

Federal Reserve remains patient on future interest rate adjustments due to global headwinds and impasses over American trade and fiscal budget negotiations.
2020-04-24 11:33:00 Friday ET

Disruptive innovations tend to contribute to business success in new blue-ocean markets after iterative continuous improvements. Clayton Christensen and
2019-09-09 20:38:00 Monday ET

Harvard macrofinance professor Robert Barro sees no good reasons for the recent sudden reversal of U.S. monetary policy normalization. As Federal Reserve Ch