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 28 June 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
2018-08-05 12:34:00 Sunday ET
JPMorgan Chase CEO Jamie Dimon sees great potential for 10-year government bond yields to rise to 5% in contrast to the current 3% 10-year Treasury bond yie
2018-06-17 10:35:00 Sunday ET
In the past decades, capital market liberalization and globalization have combined to connect global financial markets to allow an ocean of money to flow th
2020-06-10 10:35:00 Wednesday ET
Most lean enterprises should facilitate the dual transformation of both core assets with fresh cash flows and new growth options. Scott Anthony, Clark Gi
2018-09-13 19:38:00 Thursday ET
Bill Gates shares with Mark Zuckerberg his prior personal experiences of testifying on behalf of Microsoft before U.S. Congress. Both drop out of Harvard to
2019-10-17 08:35:00 Thursday ET
The European Central Bank expects to further reduce negative interest rates with new quantitative government bond purchases. The ECB commits to further cutt