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 28 March 2026
2019-01-17 10:41:00 Thursday ET

Sino-American trade talks make positive progress over 3 consecutive days as S&P 500 and global stock market indices post 3-day win streaks. Asian and Eu
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The financial services industry needs fewer banks worldwide. As long as banks have existed in human history, their managers have realized how not all dep
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Ray Fair applies his macroeconometric model to study the central features of the U.S. macroeconomy such as price stability and full employment in the dual m
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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President Trump tweets his key decision to oust State Secretary Rex Tillerson after several months of intense disagreement over diplomatic affairs. Trump so
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Apple CEO Tim Cook maintains a frugal low-key lifestyle. With $625 million public wealth, Cook leads the $1 trillion tech titan Apple in the post-Jobs era.