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 23 September 2023
2019-11-11 09:36:00 Monday ET
Apple upstream semiconductor chipmaker TSMC boosts capital expenditures to $15 billion with almost 10% revenue growth by December 2019. Due to high global d
2019-08-22 11:35:00 Thursday ET
Fundamental factors often reflect macroeconomic innovations and so help inform better stock investment decisions. Nobel Laureate Eugene Fama and his long-ti
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White House chief economic adviser Larry Kudlow points out that the recent U.S. dollar strength shows a clear sign of investor confidence and optimism. Gree
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The International Monetary Fund (IMF) appoints Harvard professor Gita Gopinath as its chief economist. Gopinath follows her PhD advisor and trailblazer Kenn
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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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Agile lean enterprises strive to design radical business models to remain competitive in the face of nimble startups and megatrends. Carsten Linz, Gunter