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 14 February 2026
2020-08-19 10:32:00 Wednesday ET

Corporate strategies, portfolio choices, and management memes add value and drive business process improvements over time. Andrew Campbell, Jo Whitehead,
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The Trump administration expects to reach an interim partial trade deal with China. This interim partial trade deal represents the first phase of a comprehe
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Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2022. As of early-January 2023, the U.S. Patent and Trademark O
2018-12-05 09:38:00 Wednesday ET

Federal Reserve publishes its inaugural flagship financial stability report. Fed Chair Jerome Powell applauds both low inflation (2%) and low unemployment (
2017-05-07 06:39:00 Sunday ET

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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Strategic managers envision lofty purposes to enjoy incremental consistent progress over time. Allison Rimm (2015) The joy of strategy: a bu