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 12 September 2026
2023-05-31 11:27:00 Wednesday ET

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
2023-03-07 11:29:00 Tuesday ET

Former Bank of England Governor Mervyn King provides his deep substantive analysis of the Global Financial Crisis of 2008-2009. Mervyn King (2017) &nb
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
2025-01-31 09:26:00 Friday ET

The current homeland industrial policy stance worldwide seeks to embed the new notion of global resilience into economic statecraft. In the broader cont
2023-12-04 12:30:00 Monday ET

Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
2017-11-05 09:45:00 Sunday ET

President Trump criticizes the potential media merger between AT&T and Time Warner, the latter of which owns the anti-Trump media network CNN. President