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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 25 July 2026
2018-07-19 18:38:00 Thursday ET

Goldman Sachs chief economist Jan Hatzius proposes designing a new Financial Conditions Index (FCI) to be a weighted-average of interest rates, exchange rat
2018-10-05 10:38:00 Friday ET

A 7-year $1.3 billion hedge fund manager Chelsea Brennan shares her investment advice. Her advice encompasses several steps toward better financial literacy
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From crony capitalism to state capitalism, what economic policy lessons can we learn from President Putin's current reign in Russia? In the 15 years of
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Paul Morland suggests that demographic changes lead to modern economic growth in the current world. Paul Morland (2019) The human tide: how
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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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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla