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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 27 June 2026
2019-06-25 10:34:00 Tuesday ET

Investing in stocks is the best way for people to become self-made millionaires. A recent Gallup poll indicates that only 37% of young Americans below the a
2018-09-17 12:40:00 Monday ET

Nobel Laureate Robert Shiller's long-term stock market indicator points to a recent peak. His cyclically-adjusted P/E ratio (or CAPE) accounts for long-
2019-03-07 12:39:00 Thursday ET

A physicist derives a mathematical formula that success equates the product of both personal quality and the potential value of a random idea. As a Northeas
2020-03-12 09:32:00 Thursday ET

Google CEO Eric Schmidt and his co-authors show the innovative corporate culture and mission of the Internet search tech titan. Eric Schmidt, Jonathan Ro
2023-12-04 12:30:00 Monday ET

Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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)