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 6 December 2025
2023-09-14 09:28:00 Thursday ET

Colin Camerer, George Loewenstein, and Matthew Rabin assess the recent advances in the behavioral economic science. Colin Camerer, George Loewenstei
2019-07-30 15:33:00 Tuesday ET

All of the 18 systemically important banks pass the annual Federal Reserve stress tests. Many of the largest lenders announce higher cash payouts to shareho
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2019-08-31 14:39:00 Saturday ET

AYA Analytica finbuzz podcast channel on YouTube August 2019 In this podcast, we discuss several topical issues as of August 2019: (1) Warren B
2023-02-21 08:27:00 Tuesday ET

Mark Granovetter follows the key principles of modern economic sociology to analyze social relations and economic phenomena. Mark Granovetter (2017) &
2018-03-17 09:35:00 Saturday ET

Facebook faces a major data breach by Cambridge Analytica that has harvested private information from more than 50 million Facebook users. In a Facebook pos