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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 7 December 2024
2018-09-27 11:41:00 Thursday ET
Michael Kors pays $2.3 billion to acquire the Italian elite fashion brand Versace. In accordance with Michael Kors's 5-year plan, the joint company grow
2018-05-27 08:33:00 Sunday ET
The Federal Reserve proposes softening the Volcker rule that prevents banks from placing risky bets on securities with deposit finance. As part of the po
2018-03-02 12:34:00 Friday ET
White House top economic advisor Gary Cohn resigns due to his opposition to President Trump's recent protectionist decision on steel and aluminum tariff
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
2018-06-06 09:39:00 Wednesday ET
Donald Trump and Kim Jong Un meet, talk, and shake hands in the historic peace summit between America and North Korea in Singapore. At the start of the bila
2018-04-26 07:37:00 Thursday ET
Credit supply growth drives business cycle fluctuations and often sows the seeds of their own subsequent destruction. The global financial crisis from 2008