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+See MoreSharpe-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 10 October 2026
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Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
2023-02-07 08:26:00 Tuesday ET

Michel De Vroey delves into the global history of macroeconomic theories from real business cycles to persistent monetary effects. Michel De Vroey (2016)
2017-12-14 12:41:00 Thursday ET

Federal Reserve raises the interest rate by 25 basis points to the target range of 1.25% to 1.5% as FOMC members revise up their GDP estimate from 2% to 2.5
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Former New York Times science author and Harvard psychologist Daniel Goleman explains why great mental focus serves as a vital mainstream driver of personal
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2019-01-06 08:39:00 Sunday ET

President Trump signs an executive order to freeze federal employee pay in early-2019. Federal employees face furlough or work without pay due to the govern