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 18 January 2025
2017-12-11 08:42:00 Monday ET
Fed Chair Janet Yellen says the current high stock market valuation does not mean overvaluation. A stock market quick fire sale would pose minimal risk to t
2020-01-08 08:25:00 Wednesday ET
Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
2019-06-21 13:33:00 Friday ET
Amazon and Google face more intense antitrust scrutiny. In recent times, Justice Department and Federal Trade Commission have reached an internal agreement
2018-06-03 07:35:00 Sunday ET
Several recent events explain why Trump may undermine multilateral world order. First, Trump withdraws the U.S. from the 12-nation Trans-Pacific Partnership
2019-11-13 11:34:00 Wednesday ET
The new Brexit deal can boost British pound appreciation and economic optimism. British prime minister Boris Johnson wins the parliamentary vote on his new
2017-11-27 07:39:00 Monday ET
Is it anti-competitive and illegal for passive indexers and mutual funds to place large stock bets in specific industries with high market concentration? Ha