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 10 January 2026
2019-08-30 11:35:00 Friday ET

The conventional wisdom suggests that chameleons change their skin coloration to camouflage their presence for survival through Darwinian biological evoluti
2020-08-01 07:28:00 Saturday ET

Technological advances, geopolitical risks, and pandemic outbreaks cannot shake investor confidence in the American dollar as the global reserve currency.
2019-06-19 09:27:00 Wednesday ET

San Francisco Fed CEO Mary Daly suggests that trade escalation is not the only risk in the global economy. Due to the current Sino-U.S. trade tension, the g
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Michel De Vroey delves into the global history of macroeconomic theories from real business cycles to persistent monetary effects. Michel De Vroey (2016)
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President Trump threatens to shut down the U.S. government in 2019 if Democrats refuse to help approve $5 billion public finance for the southern border wal
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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