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 31 May 2025
2019-02-28 20:44:00 Thursday ET
AYA Analytica finbuzz podcast channel on YouTube February 2019 In this podcast, we discuss several topical issues as of February 2019: (1) our proprieta
2018-10-21 14:40:00 Sunday ET
President Trump floats generous 10% tax cuts for the U.S. middle class ahead of the November 2018 mid-term elections. Republican senators, congressmen, and
2018-01-21 07:25:00 Sunday ET
As he refrains from using the memorable phrase *irrational exuberance* to assess bullish investor sentiments, former Fed chairman Alan Greenspan discerns as
2024-04-30 09:30:00 Tuesday ET
With clean and green energy resources and electric vehicles, the global auto industry now navigates at a newer and faster pace. Both BYD and Tesla have
2022-11-15 10:30:00 Tuesday ET
Stock market misvaluation and corporate investment payout The behavioral catering theory suggests that stock market misvaluation can have a first-order
2023-06-28 09:29:00 Wednesday ET
Carmen Reinhart and Kenneth Rogoff delve into several centuries of cross-country crisis data to find the key root causes of financial crises for asset marke