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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
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Stock Synopsis: ESG value and momentum stock market portfolio strategies Since 2013, we have been delving into the broad topics of ESG (Environmental, So
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Most business organizations should continue to create new value in order to achieve long-run success and sustainable profitability. Todd Zenger (2016)
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Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implement
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Modern themes and insights in behavioral finance Lee, C.M., Shleifer, A., and Thaler, R.H. (1990). Anomalies: closed-end mutual funds. Journal
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Lucian Bebchuk and Jesse Fried critique that executive pay often cannot help explain the stock return and operational performance of most U.S. public corpor
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Bridgewater hedge fund founder Ray Dalio suggests that the current state of U.S. capitalism poses an existential threat for many Americans. Dalio deems the