Bluerock Homes Trust Inc. is an externally-managed real estate investment trust which owns and operates high-quality single-family properties. Bluerock Homes Trust Inc. is headquartered in New York....
+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 7 February 2026
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2018-03-19 10:37:00 Monday ET

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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
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