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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 26 September 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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The House of Representatives considers a government expenditure bill with border wall finance and therefore sets up a shutdown stalemate with Senate. As fre
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China poses new economic, technological, and military threats to the U.S. and many western allies. In the U.S. government assessment, China poses new eco
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College education offers a hefty 8.8% pay premium for each marginal increase in the number of years of intellectual attainment in contrast to the 5.6%-6% lo
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Uniform field theory of corporate finance While the agency and precautionary-motive stories are complementary, these stories can be nested as special cas
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Joseph Stiglitz and Andrew Charlton suggest that free trade helps promote better economic development worldwide. Joseph Stiglitz and Andrew Charlton (200