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 17 January 2026
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The McKinsey edge reflects the collective wisdom of key success principles in business management consultancy. Shu Hattori (2015) The McKins
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Precautionary-motive and agency reasons for corporate cash management Bates, Kahle, and Stulz (JF 2009) empirically find that public firms have doubled t
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Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2022. As of early-January 2023, the U.S. Patent and Trademark O
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Andy Yeh Alpha (AYA) AYA Analytica financial health memo (FHM) podcast channel on YouTube November 2018 AYA Analytica is our online regular podcast and news
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Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
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The east-west tech rivalry intensifies between BATs (Baidu, Alibaba, and Tencent) and FAANGs (Facebook, Apple, Amazon, Netflix, and Google). These Sino-U.S.