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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 21 February 2026
2019-11-17 14:43:00 Sunday ET

New computer algorithms and passive mutual fund managers run the stock market. Morningstar suggests that the total dollar amount of passive equity assets re
2017-03-27 06:33:00 Monday ET

Goldman Sachs chief economist Jan Hatzius says the Federal Reserve's QE exit strategy makes sense ahead of Fed Chair Janet Yellen's stepdown in 2018
2018-12-23 13:39:00 Sunday ET

The House of Representatives considers a government expenditure bill with border wall finance and therefore sets up a shutdown stalemate with Senate. As fre
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
2019-12-10 09:30:00 Tuesday ET

Federal Reserve institutes the third interest rate cut with a rare pause signal. The Federal Open Market Committee (FOMC) reduces the benchmark interest rat
2019-02-07 07:25:00 Thursday ET

President Trump picks David Malpass to run the World Bank to curb international multilateralism. The Trump administration seems to prefer bilateral negotiat