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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 22 August 2026
2019-02-11 09:37:00 Monday ET

Corporate America uses Trump tax cuts and offshore cash stockpiles primarily to fund share repurchases for better stock market valuation. Share repurchases
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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BlackRock CEO Larry Fink emphasizes his key conviction that public corporations should make a positive contribution to society apart from boosting the botto
2019-12-16 11:37:00 Monday ET

America and China cannot decouple decades of long-term collaboration in trade, finance, and technology. In recent times, some economists claim that China ma
2023-08-07 12:29:00 Monday ET

Oxford macro professor Stephen Nickell and his co-authors delve into the trade-off between inflation and unemployment in the dual mandate of price stability
2022-02-02 10:33:00 Wednesday ET

Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2022. As of early-January 2023, the U.S. Patent and Trademark O