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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 3 May 2025
2019-07-29 11:33:00 Monday ET
Blackrock asset research director Andrew Ang shares his economic insights into fundamental factors for global asset management. As Ang indicates in an inter
2019-01-03 10:38:00 Thursday ET
American parents often worry about money and upward mobility for their children. A recent New York Times survey suggests that nowadays American parents spen
2019-11-15 13:34:00 Friday ET
The Economist offers a special report that the new normal state of economic affairs shines fresh light on the division of labor between central banks and go
2020-02-26 09:30:00 Wednesday ET
Goldman Sachs follows the timeless business principles and best practices in financial market design and investment management. William Cohan (2011) M
2020-01-15 08:31:00 Wednesday ET
Anti-competitive corporate practices may stifle U.S. innovation. In recent decades, wage growth, economic output, and productivity tend to stagnate as U.S.
2019-08-22 11:35:00 Thursday ET
Fundamental factors often reflect macroeconomic innovations and so help inform better stock investment decisions. Nobel Laureate Eugene Fama and his long-ti