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+See MoreSharpe-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 9 May 2026
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
2018-06-17 10:35:00 Sunday ET

In the past decades, capital market liberalization and globalization have combined to connect global financial markets to allow an ocean of money to flow th
2019-07-27 17:37:00 Saturday ET

Capital gravitates toward key profitable mutual funds until the marginal asset return equilibrates near the core stock market benchmark. As Stanford finance
2020-03-05 08:28:00 Thursday ET

The Stanford computer science overlords Larry Page and Sergey Brin design and develop Google as an Internet search company. Janet Lowe (2009) Google s
2017-11-25 06:34:00 Saturday ET

Mario Draghi, President of the European Central Bank, heads the international committee of financial supervisors and has declared their landmark agreement o
2022-08-30 10:32:00 Tuesday ET

The financial services industry needs fewer banks worldwide. As long as banks have existed in human history, their managers have realized how not all dep