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 28 February 2026
2023-11-14 08:24:00 Tuesday ET

Thomas Sowell argues that some economic reforms inadvertently exacerbate economic disparities. Thomas Sowell (2019) Discrimination and econo
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Amy Chua and Jed Rubenfeld suggest that relatively successful ethnic groups exhibit common cultural traits in America. Amy Chua and Jed Rubenfeld (2015)
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American unemployment declines to the 50-year historical low level of 3.5% with moderate job growth. Despite a sharp slowdown in U.S. services and utilities
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Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
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Ivanka Trump and Treasury Secretary Steven Mnuchin both press the case for GOP tax legislation as economic relief for the middle-class without substantial t
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Timothy Geithner shares his reflections on the post-crisis macro financial stress tests for U.S. banks. Timothy Geithner (2014) Macrofinanci