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 17 January 2026
2019-09-07 17:37:00 Saturday ET

Federal Reserve Chair Jerome Powell announces the monetary policy decision to lower the federal funds rate by a quarter point to 2%-2.25%. This interest rat
2019-11-05 07:41:00 Tuesday ET

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
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2018-03-19 10:37:00 Monday ET

Uber's autonomous car causes the first known pedestrian fatality from a driverless vehicle and thus sets off the alarm bell for artificial intelligence.
2019-11-19 09:33:00 Tuesday ET

American unemployment declines to the 50-year historical low level of 3.5% with moderate job growth. Despite a sharp slowdown in U.S. services and utilities
2018-01-01 06:30:00 Monday ET

As former chairman of the British Financial Services Authority and former director of the London School of Economics, Howard Davies shares his ingenious ins