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 13 June 2026
2019-10-17 08:35:00 Thursday ET

The European Central Bank expects to further reduce negative interest rates with new quantitative government bond purchases. The ECB commits to further cutt
2019-10-13 16:22:00 Sunday ET

Apple unveils 3 iPhone 11 models with new original video services and stars such as Oprah Winfrey, Jennifer Aniston, and Reese Witherspoon. Apple releases t
2023-12-03 11:33:00 Sunday ET

Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
2028-01-31 11:29:00 Monday ET

Today, the major passive index funds, private equity titans, hedge funds, and exchange funds etc combine to reshape Wall Street and several other global fin
2019-02-09 08:33:00 Saturday ET

Apple provides positive forward guidance on both revenue and profit forecasts for iPhones, iPads, and MacBooks. In the Christmas 2018 festive season, MacBoo
2018-06-14 10:35:00 Thursday ET

The Federal Reserve's current interest rate hike may lead to the next economic recession as credit supply growth ebbs and flows through the business cyc