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 31 January 2026
2018-05-21 07:39:00 Monday ET

Dodd-Frank rollback raises the asset threshold for systemically important financial institutions (SIFIs) from $50 billion to $250 billion. This legislative
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Stock Synopsis: Pharmaceutical post-pandemic patent development cycle In terms of stock market valuation, the major pharmaceutical sector remains at its
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Netflix suffers its first major loss of U.S. subscribers due to the recent price hikes. The company adds only 2.7 million new subscribers in 2019Q2 in stark
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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Large multinational tech firms such as Facebook, Apple, Microsoft, Google, and Amazon can benefit much from the G.O.P. tax reform. A recent stock research r
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla