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 18 July 2026
2017-03-27 06:33:00 Monday ET

Goldman Sachs chief economist Jan Hatzius says the Federal Reserve's QE exit strategy makes sense ahead of Fed Chair Janet Yellen's stepdown in 2018
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American parents often worry about money and upward mobility for their children. A recent New York Times survey suggests that nowadays American parents spen
2019-11-13 11:34:00 Wednesday ET

The new Brexit deal can boost British pound appreciation and economic optimism. British prime minister Boris Johnson wins the parliamentary vote on his new
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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The new semiconductor microchip demand-supply imbalance remains quite severe for the U.S. tech and auto industries. Our current fundamental macro a
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