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 22 August 2026
2018-01-13 08:39:00 Saturday ET

The Economist digs deep into the political economy of U.S. government shutdown over 3 days in January 2018. In more than 4 years since 2014, U.S. government
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
2016-10-19 00:00:00 Wednesday ET

India's equivalent to Warren Buffett in America, Rakesh Jhunjhunwala, offers several key lessons for stock market investors: When the press o
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
2018-04-26 07:37:00 Thursday ET

Credit supply growth drives business cycle fluctuations and often sows the seeds of their own subsequent destruction. The global financial crisis from 2008
2020-09-15 08:38:00 Tuesday ET

Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan