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 23 May 2026
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2019-02-28 12:39:00 Thursday ET

New York Fed CEO John Williams sees no need to raise the interest rate unless economic growth or inflation rises to a high gear. After raising the interest
2018-11-07 08:30:00 Wednesday ET

PwC releases a new study of top innovators worldwide as of November 2018. This study assesses the top 1,000 global companies that spend the most on R&D
2019-11-05 07:41:00 Tuesday ET

The Trump administration expects to reach an interim partial trade deal with China. This interim partial trade deal represents the first phase of a comprehe
2018-11-19 09:38:00 Monday ET

The Trump administration mulls over antitrust actions against Amazon, Facebook, and Google. President Trump indicates that the $5 billion fine against Googl
2018-05-19 09:29:00 Saturday ET

Treasury Secretary Steve Mnuchin indicates that the Trump team puts the trade war with China on hold. The interim suspension of U.S. tariffs should offer in