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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 18 April 2026
2018-03-29 14:28:00 Thursday ET

Share prices tumble for technology stocks due to Trump's criticism of Amazon's tax avoidance, Facebook user data breach of trust, and Tesla autopilo
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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The Trump administration introduces new tariffs on $50 billion Chinese goods amid the persistent bilateral trade dispute. The tariffs effectively boost cost
2018-10-21 14:40:00 Sunday ET

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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 implement
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Bank failure resolution and financial risk management: Silicon Valley Bank, Signature Bank, and First Republic Bank. What are the main root cau