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 15 August 2026
2018-06-09 16:40:00 Saturday ET

The Trump administration introduces new tariffs on $50 billion Chinese goods amid the persistent bilateral trade dispute. The tariffs effectively boost cost
2019-07-30 15:33:00 Tuesday ET

All of the 18 systemically important banks pass the annual Federal Reserve stress tests. Many of the largest lenders announce higher cash payouts to shareho
2022-11-25 09:29:00 Friday ET

Uniform field theory of corporate finance While the agency and precautionary-motive stories are complementary, these stories can be nested as special cas
2019-08-12 07:30:00 Monday ET

Facebook reaches a $5 billion settlement with the Federal Trade Commission over Cambridge Analytica user privacy violations. The Federal Trade Commission (F
2021-02-02 14:24:00 Tuesday ET

Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implement
2023-09-07 11:30:00 Thursday ET

Michael Woodford provides the theoretical foundations of monetary policy rules in ever more efficient financial markets. Michael Woodford (2003)