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 6 December 2025
2025-09-21 12:32:00 Sunday ET

Stock Synopsis: With a new Python program, we use, adapt, apply, and leverage each of the mainstream Gemini Gen AI models to conduct this comprehensive fund
2020-09-15 08:38:00 Tuesday ET

Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
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
2024-10-31 09:26:00 Thursday ET

Generative artificial intelligence (Gen AI) uses large language models (LLM) and content generation tools to enhance human lives with better productivity.
2024-02-05 11:26:00 Monday ET

China poses new economic, technological, and military threats to the U.S. and many western allies. In the U.S. government assessment, China poses new eco
2023-08-07 12:29:00 Monday ET

Oxford macro professor Stephen Nickell and his co-authors delve into the trade-off between inflation and unemployment in the dual mandate of price stability