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 April 2026
2017-11-27 07:39:00 Monday ET

Is it anti-competitive and illegal for passive indexers and mutual funds to place large stock bets in specific industries with high market concentration? Ha
2023-02-28 11:30:00 Tuesday ET

The Biden Inflation Reduction Act is central to modern world capitalism. As of 2022-2023, global inflation has gradually declined from the peak of 9.8% d
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Our proprietary alpha investment model outperforms most stock market indexes from 2017 to 2024. Our proprietary alpha investment model outperforms the ma
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Stock Synopsis: With a new Python program, we use, adapt, apply, and leverage each of the mainstream Gemini Gen AI models to conduct this comprehensive fund
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Precautionary-motive and agency reasons for corporate cash management Bates, Kahle, and Stulz (JF 2009) empirically find that public firms have doubled t
2018-09-17 12:40:00 Monday ET

Nobel Laureate Robert Shiller's long-term stock market indicator points to a recent peak. His cyclically-adjusted P/E ratio (or CAPE) accounts for long-