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+See MoreSharpe-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 15 August 2026
2022-02-05 09:26:00 Saturday ET

Modern themes and insights in behavioral finance Shiller, R.J. (2003). From efficient markets theory to behavioral finance. Journal of Economi
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Several investors and billionaires such as George Soros, Warren Buffett, Carl Icahn, and Howard Marks suggest that the time may be ripe for a major financia
2018-06-17 10:35:00 Sunday ET

In the past decades, capital market liberalization and globalization have combined to connect global financial markets to allow an ocean of money to flow th
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
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Disruptive innovations tend to contribute to business success in new blue-ocean markets after iterative continuous improvements. Clayton Christensen and
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Brent crude oil prices spike to $70-$75 per barrel after the Trump administration stops waiving economic sanctions on Iranian oil exports. U.S. State Secret