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 4 April 2026
2017-05-31 06:36:00 Wednesday ET

The Federal Reserve rubber-stamps the positive conclusion that all of the 34 major banks pass their annual CCAR macro stress tests for the first time since
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Serial venture capitalist Ben Horowitz describes many hard truths, lessons, and insights from his entrepreneurial journey of running LoudCloud from a Silico
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The current homeland industrial policy stance worldwide seeks to embed the new notion of global resilience into economic statecraft. In the broader cont
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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JPMorgan Chase CEO Jamie Dimon views wealth inequality as a major economic problem in America. Dimon now warns that the rich Americans have been getting wea
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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 implem