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 9 May 2026
2019-01-19 12:38:00 Saturday ET

U.S. government shuts down again because House Democrats refuse to spend $5 billion on the border wall that would give President Trump great victory on his
2024-01-31 14:33:00 Wednesday ET

The new world order of trade helps accomplish non-economic policy goals such as national security and technological dominance. To the extent that freer
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2023-12-04 12:30:00 Monday ET

Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
2018-10-23 12:36:00 Tuesday ET

Former Fed Chair Paul Volcker releases his memoir, talks about American public governance, and worries about plutocracy in America. Volcker suggests that pu
2023-05-27 11:30:00 Saturday ET

Bank failure resolution and financial risk management: Silicon Valley Bank, Signature Bank, and First Republic Bank. What are the main root cau