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 21 February 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
2017-09-25 09:42:00 Monday ET

President Trump has allowed most JFK files to be released to the general public. This batch of documents reveals many details of the assassination of Presid
2019-01-03 10:38:00 Thursday ET

American parents often worry about money and upward mobility for their children. A recent New York Times survey suggests that nowadays American parents spen
2020-04-24 11:33:00 Friday ET

Disruptive innovations tend to contribute to business success in new blue-ocean markets after iterative continuous improvements. Clayton Christensen and
2022-03-15 10:32:00 Tuesday ET

Capital structure theory and practice The genesis of modern capital structure theory traces back to the seminal work of Modigliani and Miller (1958
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