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 14 February 2026
2018-07-01 08:34:00 Sunday ET

Are China and Russia etc gonna dethrone the petrodollar? Over the years, China, Russia, France, Germany, and Japan have made numerous attempts to use their
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Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
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To secure better economic arrangements with European Union, Jeremy Corbyn encourages Labour legislators to back a second referendum on Brexit. In recent tim
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International climate change can cause an adverse impact on long-term real GDP economic growth. USC climate change economist Hashem Pesaran and his co-autho
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Michael Kors pays $2.3 billion to acquire the Italian elite fashion brand Versace. In accordance with Michael Kors's 5-year plan, the joint company grow
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal