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 25 April 2026
2023-04-14 13:32:00 Friday ET

Calomiris and Haber delve into the comparative analysis of bank crises and politics in America, Britain, Canada, Mexico, and Brazil. Charles Calomiris an
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
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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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Japanese prime minister Shinzo Abe outlines the main economic priorities for the G20 summit in Osaka, Japan. First, Asian countries need to forge the key Re
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Agile lean enterprises strive to design radical business models to remain competitive in the face of nimble startups and megatrends. Carsten Linz, Gunter
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Modern themes and insights in behavioral finance Shiller, R.J. (2003). From efficient markets theory to behavioral finance. Journal of Economi