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 3 October 2026
2020-06-10 10:35:00 Wednesday ET

Most lean enterprises should facilitate the dual transformation of both core assets with fresh cash flows and new growth options. Scott Anthony, Clark Gi
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Mark Granovetter follows the key principles of modern economic sociology to analyze social relations and economic phenomena. Mark Granovetter (2017) &
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What are the top global risks in trade, finance, and technology? In this macro report, we focus on the current global risks from inflation and growth con
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Innovative investment theory and practice Corporate investment can be in the form of real tangible investment or intangible investment. The former conce
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CEO overconfidence and corporate performance Malmendier and Tate (JFE 2008, JF 2005) argue that overconfident CEOs are more likely to initiate mergers an
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While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co