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 29 August 2026
2019-03-15 13:36:00 Friday ET

CNBC stock host Jim Cramer recommends both Caterpillar and Home Depot as the U.S. bull market is likely to continue in light of the recent Fed Chair comment
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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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The Trump administration mulls over antitrust actions against Amazon, Facebook, and Google. President Trump indicates that the $5 billion fine against Googl
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Addendum on USPTO fintech patent protection and accreditation As of early-January 2023, the U.S. Patent and Trademark Office (USPTO) has approved our U.S
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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 Economist offers a special report that the new normal state of economic affairs shines fresh light on the division of labor between central banks and go