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 4 July 2026
2019-08-12 07:30:00 Monday ET

Facebook reaches a $5 billion settlement with the Federal Trade Commission over Cambridge Analytica user privacy violations. The Federal Trade Commission (F
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2020-02-19 14:35:00 Wednesday ET

The U.S. bank oligarchy has become bigger, more profitable, and more resistant to public regulation after the global financial crisis. Simon Johnson and
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Steven Shavell presents his economic analysis of law in terms of the economic outcomes of both legal doctrines and institutions. Steven Shavell (2004)
2022-05-15 10:29:00 Sunday ET

Innovative investment theory and practice Corporate investment can be in the form of real tangible investment or intangible investment. The former conce
2018-11-01 08:36:00 Thursday ET

Ford and Baidu team up to test autonomous cars in China. For the next few years, Ford and Baidu plan to collaborate on the car design and user acceptance te