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 7 February 2026
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Our proprietary alpha investment model outperforms most stock market indexes from 2017 to 2024. Our proprietary alpha investment model outperforms the ma
2018-09-19 12:38:00 Wednesday ET

The Trump administration imposes 10% tariffs on $200 billion Chinese imports and expects to raise these tariffs to 25% additional duties toward the end of t
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Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
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The U.S. Treasury's June 2017 grand proposal for financial deregulation aims to remove several aspects of the Dodd-Frank Act 2010 such as annual macro s
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Has America become a democratic free land of crumbling infrastructure, galloping income inequality, bitter political polarization, and dysfunctional governa
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Better corporate ownership governance through worldwide convergence toward Berle-Means stock ownership dispersion Abstract We design a model