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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 3 January 2026
2022-11-15 10:30:00 Tuesday ET

Stock market misvaluation and corporate investment payout The behavioral catering theory suggests that stock market misvaluation can have a first-order
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
2019-03-05 10:40:00 Tuesday ET

We may need to reconsider the new rules of personal finance. First, renting a home can be a smart money move, whereas, buying a home cannot always be a good
2017-11-19 08:37:00 Sunday ET

In 2000, a former law professor at Harvard proposed establishing the Financial Product Safety Commission in order to protect consumer rights in the provisio
2022-04-15 10:32:00 Friday ET

Corporate investment management This review of corporate investment literature focuses on some recent empirical studies of M&A, capital investm
2018-01-15 07:35:00 Monday ET

Treasury Secretary Steven Mnuchin welcomes a weak U.S. dollar amid pervasive fears of an open trade war between America and China. At the World Economic For