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 4 July 2026
2017-08-31 09:36:00 Thursday ET

The Trump administration has initiated a new investigation into China's abuse of American intellectual property under Section 301 of the Trade Act of 19
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
2023-09-07 11:30:00 Thursday ET

Michael Woodford provides the theoretical foundations of monetary policy rules in ever more efficient financial markets. Michael Woodford (2003)  
2019-03-27 11:28:00 Wednesday ET

OECD cuts the global economic growth forecast from 3.5% to 3.3% for the current fiscal year 2019-2020. The global economy suffers from economic protraction
2019-12-22 08:30:00 Sunday ET

European Commission President Ursula von der Leyen now protects the European circular economy and green growth from 2020 to 2050. The new circular economy r
2019-01-06 08:39:00 Sunday ET

President Trump signs an executive order to freeze federal employee pay in early-2019. Federal employees face furlough or work without pay due to the govern