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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 20 December 2025
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The Chinese administration delivers a written response to U.S. demands for trade reforms. This strategic move helps trigger more formal negotiations between
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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
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Net stock issuance theory and practice Net equity issuance can be in the form of initial public offering (IPO) or seasoned equity offering (SEO). This l
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Firms and customers create value and wealth together by joining the continual flow of small batches of lean production to the lean consumption of cost-effec
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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To complement President Trump's pro-business economic policies such as low taxation, new infrastructure, greater job creation, and technological in