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 February 2025
2018-10-25 10:36:00 Thursday ET
Trump tariffs begin to bite U.S. corporate profits from Ford and Harley-Davidson to Caterpillar and Walmart etc. U.S. corporate profit growth remains high a
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Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implem
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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To complement President Trump's pro-business economic policies such as low taxation, new infrastructure, greater job creation, and technological in
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The Trump administration's $1.5 trillion hefty tax cuts and $1 trillion infrastructure expenditures may speed up the Federal Reserve interest rate hike
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Jordi Gali delves into the science of the New Keynesian monetary policy framework with economic output and inflation stabilization. Jordi Gali (2015)