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 3 May 2025
2019-12-10 09:30:00 Tuesday ET
Federal Reserve institutes the third interest rate cut with a rare pause signal. The Federal Open Market Committee (FOMC) reduces the benchmark interest rat
2023-08-28 08:26:00 Monday ET
Jared Diamond delves into how some societies fail, succeed, and revive in global human history. Jared Diamond (2004) Collapse: how societies
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
2018-11-29 11:33:00 Thursday ET
A congressional division between Democrats and Republicans can cause ripple effects on Trump economic reforms. As Democrats have successfully flipped the Ho
2018-03-07 07:34:00 Wednesday ET
President Trump tweets his key decision to oust State Secretary Rex Tillerson after several months of intense disagreement over diplomatic affairs. Trump so
2018-01-04 07:36:00 Thursday ET
The world now faces an economic inequality crisis with few policy options. Some recent U.S. Federal Reserve data suggest that both income and wealth inequal