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+See MoreSharpe-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 3 May 2025
2018-04-07 09:36:00 Saturday ET
Facebook CEO Mark Zuckerberg testifies in Congress to rise up to the challenge of public outrage in response to the Cambridge Analytica data debacle and use
2018-11-27 10:37:00 Tuesday ET
Warren Buffett offloads a few stocks from the Berkshire Hathaway portfolio in mid-November 2018. The latest S.E.C. report shows that the Oracle of Omaha sol
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
2019-12-13 09:32:00 Friday ET
Saudi Aramco aims to initiate its fresh IPO in December 2019. Several investment banks indicate to the Saudi government that most investors may value the mi
2019-07-13 07:17:00 Saturday ET
Japanese prime minister Shinzo Abe outlines the main economic priorities for the G20 summit in Osaka, Japan. First, Asian countries need to forge the key Re
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