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 20 June 2026
2019-06-11 12:33:00 Tuesday ET

Dallas Federal Reserve Bank President Robert Kaplan expects the U.S. economy to grow at 2.2%-2.5% in 2019-2020 as inflation rises a bit. In an interview wit
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2019-12-13 09:32:00 Friday ET

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
2024-05-05 10:31:00 Sunday ET

Stock Synopsis: Pharmaceutical post-pandemic patent development cycle In terms of stock market valuation, the major pharmaceutical sector remains at its
2023-12-05 09:25:00 Tuesday ET

Better corporate ownership governance through worldwide convergence toward Berle-Means stock ownership dispersion Abstract We design a model
2019-12-10 09:30:00 Tuesday ET

Federal Reserve institutes the third interest rate cut with a rare pause signal. The Federal Open Market Committee (FOMC) reduces the benchmark interest rat