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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 27 June 2026
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The Trump team blocks Broadcom's bid for Qualcomm due to national economic security concerns and 5G telecom network issues. Broadcom makes microchips fo
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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
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Corporate investment insights from mergers and acquisitions Relative market misvaluation between the bidder and target firms drives most waves of mergers
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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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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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David Solomon succeeds Lloyd Blankfein as the new CEO of Goldman Sachs. Unlike his predecessors Lloyd Blankfein and Gary Cohn, Solomon has been an investmen