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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 31 August 2024
2017-05-31 06:36:00 Wednesday ET
The Federal Reserve rubber-stamps the positive conclusion that all of the 34 major banks pass their annual CCAR macro stress tests for the first time since
2019-06-27 10:39:00 Thursday ET
Berkeley tax economists Gabriel Zucman and Emmanuel Saez find fresh insights into wealth inequality in America. Their latest estimates show that the top 0.1
2018-05-15 08:40:00 Tuesday ET
Net neutrality rules continue to revolve around the Trump administration's current IT agenda of 5G telecom transformation. Republican Senate passes the
2019-10-07 12:35:00 Monday ET
Federal Reserve reduces the interest rate by another key quarter point to the target range of 1.75%-2% in September 2019. In accordance with the Federal Res
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
2019-05-11 10:28:00 Saturday ET
The Trump administration still expects to reach a Sino-U.S. trade agreement with a better mechanism for intellectual property protection and enforcement. Pr