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 8 November 2025
2019-04-27 16:41:00 Saturday ET

Tony Robbins suggests that one has to be able to make money during sleep hours in order to reach financial freedom. Most of our jobs and life experiences tr
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Anat Admati and Martin Hellwig raise broad critical issues about bank capital regulation and asset market stabilization. Anat Admati and Martin Hellwig (
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The conventional wisdom suggests that chameleons change their skin coloration to camouflage their presence for survival through Darwinian biological evoluti
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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
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Global economic uncertainty now lurks in a thick layer of mystery. This uncertainty arises from Sino-U.S. trade tension, Brexit fallout, monetary policy nor
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Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati