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 21 February 2026
2017-09-03 10:44:00 Sunday ET

President Donald Trump has released his plan to slash income taxes for U.S. citizens and corporations. The corporate income tax rate will decline from 35% t
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Quant Quake 2.0 shakes investor confidence with rampant stock market fears and doubts during the recent Fed Chair transition from Janet Yellen to Jerome Pow
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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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Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
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Modern themes and insights in behavioral finance Shiller, R.J. (2003). From efficient markets theory to behavioral finance. Journal of Economi
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Global trade transforms from labor cost arbitrage to high-skill knowledge work. In fact, multinational manufacturers have been trying to create global suppl