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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 20 June 2026
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Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implem
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Corporate ownership governance theory and practice The genesis of modern corporate governance and ownership studies traces back to the seminal work
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Thomas Sowell argues that some economic reforms inadvertently exacerbate economic disparities. Thomas Sowell (2019) Discrimination and econo
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Dallas Federal Reserve Bank President Robert Kaplan expects the U.S. economy to grow at 2.2%-2.5% in 2019-2020 as inflation rises a bit. In an interview wit
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Leon Cooperman, Chairman and CEO of Omega Advisors, points out that the current Trump stock market rally now approaches normalization. The U.S. stock market
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati