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
2019-07-05 09:32:00 Friday ET

Warwick macroeconomic expert Roger Farmer proposes paying for social welfare programs with no tax hikes. The U.S. government pension and Medicare liabilitie
2023-12-04 12:30:00 Monday ET

Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
2017-11-27 07:39:00 Monday ET

Is it anti-competitive and illegal for passive indexers and mutual funds to place large stock bets in specific industries with high market concentration? Ha
2019-04-13 14:28:00 Saturday ET

Saudi Aramco unveils the financial secrets of the most profitable corporation in the world. In its recent public bond issuance prospectus, Aramco offers the
2018-12-07 11:35:00 Friday ET

Fed Chair Jerome Powell hints slower interest rate increases because the current rate is just below the neutral threshold. NYSE and NASDAQ share prices rebo
2018-01-01 06:30:00 Monday ET

As former chairman of the British Financial Services Authority and former director of the London School of Economics, Howard Davies shares his ingenious ins