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 30 May 2026
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
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2023-06-07 10:27:00 Wednesday ET

Anat Admati and Martin Hellwig raise broad critical issues about bank capital regulation and asset market stabilization. Anat Admati and Martin Hellwig (
2019-06-07 04:02:05 Friday ET

The world seeks to reduce medicine prices and other health care costs to better regulate big pharma. Nowadays the Trump administration requires pharmaceutic
2017-02-01 14:41:00 Wednesday ET

President Trump refreshes his public image through his presidential address to Congress with numerous ambitious economic policies in order to make America g
2019-08-02 17:39:00 Friday ET

The Phillips curve becomes the Phillips cloud with no inexorable trade-off between inflation and unemployment. Stanford finance professor John Cochrane disa