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 22 November 2025
2017-04-07 15:34:00 Friday ET

Would you rather receive $1,000 each day for one month or a magic penny that doubles each day over the same month? At first glance, this counterintuitive
2018-01-25 08:32:00 Thursday ET

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
2023-07-28 11:28:00 Friday ET

Lucian Bebchuk and Jesse Fried critique that executive pay often cannot help explain the stock return and operational performance of most U.S. public corpor
2018-07-09 09:39:00 Monday ET

The Federal Reserve raises the interest rate again in mid-2018 in response to 2% inflation and wage growth. The current neutral interest rate hike neither b
2019-02-28 12:39:00 Thursday ET

New York Fed CEO John Williams sees no need to raise the interest rate unless economic growth or inflation rises to a high gear. After raising the interest
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