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 25 April 2026
2019-05-07 09:30:00 Tuesday ET

The Trump team receives a 3.2% first-quarter GDP boost as Fed Chair Jay Powell halts the next interest rate hike in early-May 2019. This smooth upward econo
2023-09-07 11:30:00 Thursday ET

Michael Woodford provides the theoretical foundations of monetary policy rules in ever more efficient financial markets. Michael Woodford (2003)  
2019-02-01 15:35:00 Friday ET

Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implem
2018-05-27 08:33:00 Sunday ET

The Federal Reserve proposes softening the Volcker rule that prevents banks from placing risky bets on securities with deposit finance. As part of the po
2019-05-11 10:28:00 Saturday ET

The Trump administration still expects to reach a Sino-U.S. trade agreement with a better mechanism for intellectual property protection and enforcement. Pr
2017-10-15 07:38:00 Sunday ET

Ivanka Trump and Treasury Secretary Steven Mnuchin both press the case for GOP tax legislation as economic relief for the middle-class without substantial t