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 13 September 2025
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
2019-08-26 11:30:00 Monday ET
Partisanship matters more than the socioeconomic influence of the rich and elite interest groups. This new trend emerges from the recent empirical analysis
2020-02-26 09:30:00 Wednesday ET
Goldman Sachs follows the timeless business principles and best practices in financial market design and investment management. William Cohan (2011) M
2019-04-17 11:34:00 Wednesday ET
Amazon CEO Jeff Bezos admits the fact that antitrust scrutiny remains a primary imminent threat to his e-commerce business empire. In his annual letter to A
2017-05-31 06:36:00 Wednesday ET
The Federal Reserve rubber-stamps the positive conclusion that all of the 34 major banks pass their annual CCAR macro stress tests for the first time since
2019-08-28 14:46:00 Wednesday ET
Santa-Barbara political economy professor Benjamin Cohen proposes new fiscal stimulus to complement the current low-interest-rate monetary policy. Cohen fin