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 6 June 2026
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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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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Admitting China to the World Trade Organization (WTO) and other international activities seems ineffective in imparting economic freedom and democracy to th
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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
2022-02-15 14:41:00 Tuesday ET

Modern themes and insights in behavioral finance Lee, C.M., Shleifer, A., and Thaler, R.H. (1990). Anomalies: closed-end mutual funds. Journal
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Amazon acquires an Internet pharmacy PillPack in order to better compete with Walgreens Boots Alliance, CVS Health, Rite Aid, and many other drug distributo