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 10 January 2026
2017-05-07 06:39:00 Sunday ET

While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co
2018-09-23 08:37:00 Sunday ET

Bank of America Merrill Lynch's chief investment strategist Michael Hartnett points out that U.S. corporate debt (not household credit supply or bank ca
2023-08-21 12:25:00 Monday ET

Steven Shavell presents his economic analysis of law in terms of the economic outcomes of both legal doctrines and institutions. Steven Shavell (2004)
2018-01-01 06:30:00 Monday ET

As former chairman of the British Financial Services Authority and former director of the London School of Economics, Howard Davies shares his ingenious ins
2019-02-07 07:25:00 Thursday ET

President Trump picks David Malpass to run the World Bank to curb international multilateralism. The Trump administration seems to prefer bilateral negotiat
2018-04-17 12:38:00 Tuesday ET

Value investment strategies make investors wiser like water with core fundamental factor analysis. Value investors tend to buy stocks below their intrinsic