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 25 July 2026
2019-07-27 17:37:00 Saturday ET

Capital gravitates toward key profitable mutual funds until the marginal asset return equilibrates near the core stock market benchmark. As Stanford finance
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2017-05-25 08:35:00 Thursday ET

Treasury Secretary Steve Mnuchin has released a 147-page report on financial deregulation under the Trump administration. This financial deregulation seeks
2023-05-14 12:31:00 Sunday ET

Paul Samuelson defines the mathematical evolution of economic price theory and thereby influences many economists in business cycle theory and macro asset m
2025-06-20 08:27:00 Friday ET

President Trump poses new threats to Fed Chair monetary policy independence again. We describe, discuss, and delve into the mainstream reasons, conc
2019-07-01 12:35:00 Monday ET

Apple releases the new iOS 13 smartphone features. These features include Dark Mode, Audio Share, Memoji, better privacy protection, smart photo collection,