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 July 2026
2017-12-11 08:42:00 Monday ET

Fed Chair Janet Yellen says the current high stock market valuation does not mean overvaluation. A stock market quick fire sale would pose minimal risk to t
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
2017-05-19 09:39:00 Friday ET

FAMGA stands for Facebook, Apple, Microsoft, Google, and Amazon. These tech giants account for more than 15% of market capitalization of the American stock
2018-04-17 12:38:00 Tuesday ET

Value investment strategies make investors wiser like water with core fundamental factor analysis. Value investors tend to buy stocks below their intrinsic
2017-08-31 09:36:00 Thursday ET

The Trump administration has initiated a new investigation into China's abuse of American intellectual property under Section 301 of the Trade Act of 19
2019-02-25 12:41:00 Monday ET

Chicago financial economist Raghuram Rajan views communities as the third pillar of liberal democracy in addition to open markets and states. Rajan suggests