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 2 May 2026
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From crony capitalism to state capitalism, what economic policy lessons can we learn from President Putin's current reign in Russia? In the 15 years of
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Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
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The Chinese Xi administration may choose to leverage its state dominance of rare-earth elements to better balance the current Sino-U.S. trade war. In recent
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Warren Buffett points out that it is important to invest in oneself. Learning about oneself empowers him or her to lead a meaningful life. This valuable inv
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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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U.S. presidential election: a re-match between Biden and Trump in November 2024 We delve into the 5 major economic themes of the U.S. presidential electi