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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 18 July 2026
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AYA Analytica finbuzz podcast channel on YouTube May 2019 In this podcast, we discuss several topical issues as of May 2019: (1) Our proprietary alp
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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
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Michael Woodford provides the theoretical foundations of monetary policy rules in ever more efficient financial markets. Michael Woodford (2003)  
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After its flagship iPhone X launch, Apple reports its highest quarterly sales revenue over $80 billion in the tech titan's 41-year history. Apple expect
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American state attorneys general begin bipartisan antitrust investigations into the market power and corporate behavior of central tech titans such as Apple