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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 2 May 2026
2019-05-19 19:31:00 Sunday ET

MIT professor and co-author Daron Acemoglu suggests that economic prosperity comes from high-wage job creation. Progressive tax redistribution cannot achiev
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2017-11-25 06:34:00 Saturday ET

Mario Draghi, President of the European Central Bank, heads the international committee of financial supervisors and has declared their landmark agreement o
2019-09-30 07:33:00 Monday ET

AYA Analytica finbuzz podcast channel on YouTube September 2019 In this podcast, we discuss several topical issues as of September 2019: (1) Former
2019-10-21 10:35:00 Monday ET

American state attorneys general begin bipartisan antitrust investigations into the market power and corporate behavior of central tech titans such as Apple
2019-02-05 10:32:00 Tuesday ET

President Trump remains optimistic about the Sino-American trade war resolution of both trade deficit eradication and tech transfer enforcement. Trump now s