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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 16 May 2026
2020-10-06 09:31:00 Tuesday ET

Strategic managers envision lofty purposes to enjoy incremental consistent progress over time. Allison Rimm (2015) The joy of strategy: a bu
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Former White House chief economic advisor Gary Cohn points out that there is no instant cure for the Sino-U.S. trade dilemma. After the U.S. midterm electio
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AYA Analytica finbuzz podcast channel on YouTube June 2019 In this podcast, we discuss several topical issues as of June 2019: (1) Federal Reserve h
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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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 multiple layers of the world cloud Internet help expand what can be made digitally viable from electric vehicles (EV) and virtual reality (VR) headsets