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 19 September 2026
2018-01-15 07:35:00 Monday ET

Treasury Secretary Steven Mnuchin welcomes a weak U.S. dollar amid pervasive fears of an open trade war between America and China. At the World Economic For
2019-02-13 11:00:00 Wednesday ET

President Trump may reluctantly sign the congressional border wall deal in order to avert another U.S. government shutdown. With his executive power to decl
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
2027-01-31 12:25:00 Sunday ET

In recent decades, many governments have chosen to run high fiscal deficits on top of sovereign debt mountains so that greater government intervention still
2026-01-31 10:31:00 Saturday ET

In recent years, several central banks conduct, assess, and discuss the core lessons, rules, and challenges from their monetary policy framework r
2019-11-15 13:34:00 Friday ET

The Economist offers a special report that the new normal state of economic affairs shines fresh light on the division of labor between central banks and go