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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 18 July 2026
2018-02-27 09:35:00 Tuesday ET

Fed's new chairman Jerome Powell testifies before Congress for the first time. He vows to prevent price instability for U.S. consumers, firms, and finan
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The new world order of trade helps accomplish non-economic policy goals such as national security and technological dominance. To the extent that freer
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Japanese prime minister Shinzo Abe outlines the main economic priorities for the G20 summit in Osaka, Japan. First, Asian countries need to forge the key Re
2018-09-11 18:36:00 Tuesday ET

President Trump tweets that Apple can avoid tariff consequences by shifting its primary supply chain from China to America. These Trump tariffs on another $
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While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co
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Goldman Sachs follows the timeless business principles and best practices in financial market design and investment management. William Cohan (2011) M