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 19 September 2026
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U.S. presidential election: a re-match between Biden and Trump in November 2024 We delve into the 5 major economic themes of the U.S. presidential electi
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Ray Fair applies his macroeconometric model to study the central features of the U.S. macroeconomy such as price stability and full employment in the dual m
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As the White House economic director, Gary Cohn suggests that the Trump administration will tackle tax cuts after the administration *repeals and replaces*
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Donald Trump defies the odds to become the new U.S. president. He wants to make America great again. He seeks to repeal Obamacare. He has zero tole
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Net stock issuance theory and practice Net equity issuance can be in the form of initial public offering (IPO) or seasoned equity offering (SEO). This l
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Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan