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 28 June 2025
2020-09-15 08:38:00 Tuesday ET
Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
2018-11-09 11:35:00 Friday ET
The Internet inventor Tim Berners-Lee suggests that several tech titans might need to be split up in response to some recent data breach and privacy concern
2024-02-04 08:28:00 Sunday ET
Our proprietary alpha investment model outperforms most stock market indexes from 2017 to 2024. Our proprietary alpha investment model outperforms the ma
2019-04-19 12:35:00 Friday ET
Federal Reserve proposes to revamp post-crisis rules for U.S. banks. The current proposals would prescribe materially less strict requirements for community
2023-05-07 10:27:00 Sunday ET
William Easterly critiques several economic development policies and then indicates that bottom-up solutions often result in macro policy success in spite o
2018-01-07 09:33:00 Sunday ET
Zuckerberg announces his major changes in Facebook's newsfeed algorithm and user authentication. Facebook now has to change the newsfeed filter to prior