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 20 December 2025
2017-10-27 06:35:00 Friday ET

Leon Cooperman, Chairman and CEO of Omega Advisors, points out that the current Trump stock market rally now approaches normalization. The U.S. stock market
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Better corporate ownership governance through worldwide convergence toward Berle-Means stock ownership dispersion Abstract We design a model
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
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The heuristic rule of *accumulative advantage* suggests that a small fraction of the population enjoys a large proportion of both capital and wealth creatio
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Our fintech finbuzz analytic report shines fresh light on the current global economic outlook. As of Summer-Fall 2019, the current analytic report focuses o