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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 10 January 2026
2018-08-27 09:35:00 Monday ET

President Trump and his Republican senators and supporters praise the recent economic revival of most American counties. The Economist highlights a trifecta
2017-11-27 07:39:00 Monday ET

Is it anti-competitive and illegal for passive indexers and mutual funds to place large stock bets in specific industries with high market concentration? Ha
2019-02-01 15:35:00 Friday ET

Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implem
2019-11-17 14:43:00 Sunday ET

New computer algorithms and passive mutual fund managers run the stock market. Morningstar suggests that the total dollar amount of passive equity assets re
2025-07-01 13:35:00 Tuesday ET

In recent times, financial deglobalization and asset market fragmentation can cause profound public policy implications for trade, finance, and technology w
2019-09-25 15:33:00 Wednesday ET

Product market competition and online e-commerce help constrain money supply growth with low inflation. Key e-commerce retailers such as Amazon, Alibaba, an