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+See MoreSharpe-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 5 September 2026
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Netflix suffers its first major loss of U.S. subscribers due to the recent price hikes. The company adds only 2.7 million new subscribers in 2019Q2 in stark
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Innovative investment theory and practice Corporate investment can be in the form of real tangible investment or intangible investment. The former conce
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With the current interest rate hike, large banks and insurance companies are likely to benefit from higher equity risk premiums and interest rate spreads.
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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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The Trump administration teams up with western allies to bar HuaWei and other Chinese tech firms from building the 5G high-speed infrastructure due to natio
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Michel De Vroey delves into the global history of macroeconomic theories from real business cycles to persistent monetary effects. Michel De Vroey (2016)