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 11 April 2026
2017-03-09 05:32:00 Thursday ET

From 1927 to 2017, the U.S. stock market has delivered a hefty average return of about 11% per annum. The U.S. average stock market return is high in stark
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Our AYA fun podcasts deep-dive into the current global trends, topics, and issues in macro finance, political economy, public policy, strategic management,
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China poses new economic, technological, and military threats to the U.S. and many western allies. In the U.S. government assessment, China poses new eco
2017-12-21 12:45:00 Thursday ET

Tony Robbins summarizes several personal finance and investment lessons for the typical layperson: We cannot beat the stock market very often, so it w
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Modern themes and insights in behavioral finance Shiller, R.J. (2003). From efficient markets theory to behavioral finance. Journal of Economi
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode