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 11 October 2025
2017-04-13 10:42:00 Thursday ET
President Donald Trump unveils the dramatic *tax overhaul proposal*. Through this tax plan, Trump replaces the current 7 income tax brackets with 3 leane
2019-04-30 19:46:00 Tuesday ET
AYA Analytica finbuzz podcast channel on YouTube April 2019 In this podcast, we discuss several topical issues as of April 2019: (1) Our proprietary
2025-07-01 13:35:00 Tuesday ET
In recent times, financial deglobalization and asset market fragmentation can cause profound public policy implications for trade, finance, and technology w
2022-03-05 09:27:00 Saturday ET
Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2023-09-14 09:28:00 Thursday ET
Colin Camerer, George Loewenstein, and Matthew Rabin assess the recent advances in the behavioral economic science. Colin Camerer, George Loewenstei
2019-10-09 16:46:00 Wednesday ET
IMF chief economist Gita Gopinath indicates that competitive currency devaluation may be an ineffective solution to improving export prospects. In the form