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 20 June 2026
2018-06-14 10:35:00 Thursday ET

The Federal Reserve's current interest rate hike may lead to the next economic recession as credit supply growth ebbs and flows through the business cyc
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Paul Morland suggests that demographic changes lead to modern economic growth in the current world. Paul Morland (2019) The human tide: how
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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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AYA Analytica free finbuzz podcast channel on YouTube March 2019 In this podcast, we discuss several topical issues as of March 2019: (1) Sargent-Wallac
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The Economist interviews President Donald Trump and spots the keyword *reciprocity* in many aspects of Trumponomics from trade and taxation to infrastructur
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AYA Analytica finbuzz podcast channel on YouTube February 2019 In this podcast, we discuss several topical issues as of February 2019: (1) our proprieta