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
2020-09-15 08:38:00 Tuesday ET

Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
2019-07-27 17:37:00 Saturday ET

Capital gravitates toward key profitable mutual funds until the marginal asset return equilibrates near the core stock market benchmark. As Stanford finance
2018-06-25 12:43:00 Monday ET

Apple and Samsung are the archrivals for the title of the world's top smart phone maker. The recent patent lawsuit settlement between Apple and Samsung
2023-04-28 16:38:00 Friday ET

Peter Schuck analyzes U.S. government failures and structural problems in light of both institutions and incentives. Peter Schuck (2015) Why
2018-12-05 09:38:00 Wednesday ET

Federal Reserve publishes its inaugural flagship financial stability report. Fed Chair Jerome Powell applauds both low inflation (2%) and low unemployment (
2024-05-05 10:31:00 Sunday ET

Stock Synopsis: Pharmaceutical post-pandemic patent development cycle In terms of stock market valuation, the major pharmaceutical sector remains at its