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 April 2026
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The global asset management industry is central to modern capitalism. Mutual funds, pension funds, sovereign wealth funds, endowment trusts, and asset ma
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The recent British pound depreciation is a big Brexit barometer. Britain appoints former London mayor and Foreign Secretary Boris Johnson as the prime minis
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati