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 13 June 2026
2019-11-13 11:34:00 Wednesday ET

The new Brexit deal can boost British pound appreciation and economic optimism. British prime minister Boris Johnson wins the parliamentary vote on his new
2019-10-25 07:49:00 Friday ET

U.S. fiscal budget deficit hits $1 trillion or the highest level in 7 years. The current U.S. Treasury fiscal budget deficit rises from $779 billion to $1.0
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
2019-08-01 11:33:00 Thursday ET

Many young and mid-career Americans fall into the financial distress trap in rural communities. A recent analysis of 25,800 zip codes for 99% of the U.S. po
2017-01-17 12:42:00 Tuesday ET

Former Treasury Secretary and Harvard President Larry Summers critiques that the Trump administration's generous tax holiday for American multinational
2024-01-31 14:33:00 Wednesday ET

The new world order of trade helps accomplish non-economic policy goals such as national security and technological dominance. To the extent that freer