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 15 August 2026
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2018-09-23 08:37:00 Sunday ET

Bank of America Merrill Lynch's chief investment strategist Michael Hartnett points out that U.S. corporate debt (not household credit supply or bank ca
2019-05-19 19:31:00 Sunday ET

MIT professor and co-author Daron Acemoglu suggests that economic prosperity comes from high-wage job creation. Progressive tax redistribution cannot achiev
2020-04-24 11:33:00 Friday ET

Disruptive innovations tend to contribute to business success in new blue-ocean markets after iterative continuous improvements. Clayton Christensen and
2020-01-08 08:25:00 Wednesday ET

Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
2018-10-15 09:33:00 Monday ET

Several pharmaceutical companies now switch their primary focus from generic prescription drugs to medical specialties such as cardiovascular medications an