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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 22 August 2026
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Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2023. Our proprietary alpha investment model outperforms the ma
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Bridgewater hedge fund founder Ray Dalio suggests that the current state of U.S. capitalism poses an existential threat for many Americans. Dalio deems the
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Business leaders often think from a systemic perspective, share bold visions, build great teams, and learn new business models. Peter Senge (2006) &nb
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The Economist interviews President Donald Trump and spots the keyword *reciprocity* in many aspects of Trumponomics from trade and taxation to infrastructur
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Leon Cooperman, Chairman and CEO of Omega Advisors, points out that the current Trump stock market rally now approaches normalization. The U.S. stock market
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal