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 18 April 2026
2019-10-21 10:35:00 Monday ET

American state attorneys general begin bipartisan antitrust investigations into the market power and corporate behavior of central tech titans such as Apple
2019-10-17 08:35:00 Thursday ET

The European Central Bank expects to further reduce negative interest rates with new quantitative government bond purchases. The ECB commits to further cutt
2019-11-17 14:43:00 Sunday ET

New computer algorithms and passive mutual fund managers run the stock market. Morningstar suggests that the total dollar amount of passive equity assets re
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
2019-10-13 16:22:00 Sunday ET

Apple unveils 3 iPhone 11 models with new original video services and stars such as Oprah Winfrey, Jennifer Aniston, and Reese Witherspoon. Apple releases t
2017-05-07 06:39:00 Sunday ET

While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co