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 5 September 2026
2022-11-30 09:26:00 Wednesday ET

Climate change and ESG woke capitalism In recent times, the Biden administration has signed into law a $375 billion program to better balance the economi
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Fed minutes reflect gradual interest rate normalization in response to high inflation risk. FOMC members revise up the economic projections made at the Dece
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Facebook CEO Mark Zuckerberg testifies in Congress to rise up to the challenge of public outrage in response to the Cambridge Analytica data debacle and use
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European Commission President Ursula von der Leyen now protects the European circular economy and green growth from 2020 to 2050. The new circular economy r
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As he refrains from using the memorable phrase *irrational exuberance* to assess bullish investor sentiments, former Fed chairman Alan Greenspan discerns as
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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