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 8 August 2026
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2017-07-01 08:40:00 Saturday ET

The Economist interviews President Donald Trump and spots the keyword *reciprocity* in many aspects of Trumponomics from trade and taxation to infrastructur
2019-06-09 11:29:00 Sunday ET

St Louis Federal Reserve President James Bullard indicates that his ideal baseline scenario remains a mutually beneficial China-U.S. trade deal. Bullard ind
2019-07-23 09:22:00 Tuesday ET

Harvard economic platform researcher Dipayan Ghosh proposes some alternative solutions to breaking up tech titans such as Facebook, Google, Apple, and Amazo
2022-05-30 09:32:00 Monday ET

The new semiconductor microchip demand-supply imbalance remains quite severe for the U.S. tech and auto industries. Our current fundamental macro a
2018-04-17 12:38:00 Tuesday ET

Value investment strategies make investors wiser like water with core fundamental factor analysis. Value investors tend to buy stocks below their intrinsic