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 23 May 2026
2017-05-07 06:39:00 Sunday ET

While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co
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Personal finance and investment author Thomas Corley studies and shares the rich habits of self-made millionaires. Corley has spent 5 years studying the dai
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Most lean enterprises should facilitate the dual transformation of both core assets with fresh cash flows and new growth options. Scott Anthony, Clark Gi
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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 team receives a 3.2% first-quarter GDP boost as Fed Chair Jay Powell halts the next interest rate hike in early-May 2019. This smooth upward econo
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Stock Synopsis: China Internet tech titans continue to grow amid greater competition. We launch our unique coverage of top 25 China Internet stocks. In t