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+See MoreSharpe-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 29 August 2026
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
2018-08-19 10:34:00 Sunday ET

The World Economic Forum warns that artificial intelligence may destabilize the financial system. Artificial intelligence poses at least a trifecta of major
2018-11-07 08:30:00 Wednesday ET

PwC releases a new study of top innovators worldwide as of November 2018. This study assesses the top 1,000 global companies that spend the most on R&D
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
2022-10-25 11:31:00 Tuesday ET

Corporate investment insights from mergers and acquisitions Relative market misvaluation between the bidder and target firms drives most waves of mergers
2018-06-14 10:35:00 Thursday ET

The Federal Reserve's current interest rate hike may lead to the next economic recession as credit supply growth ebbs and flows through the business cyc