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 29 August 2026
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In American states, all of the Top 4 richest people are self-made billionaires: Bill Gates in Washington, Warren Buffett in Nebraska, Michael Bloomberg in N
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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
2019-05-30 16:44:00 Thursday ET

AYA Analytica finbuzz podcast channel on YouTube May 2019 In this podcast, we discuss several topical issues as of May 2019: (1) Our proprietary alp
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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Corporate America uses Trump tax cuts and offshore cash stockpiles primarily to fund share repurchases for better stock market valuation. Share repurchases