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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 11 July 2026
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Kobe Bryant and several other star athletes have been smart savvy investors. In collaboration with former Web.com CEO Jeff Stibel, the NBA champion invests
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Senator Elizabeth Warren proposes breaking up key tech titans such as Facebook, Apple, Microsoft, Google, and Amazon (FAMGA). These tech titans have become
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Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
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Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implement
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Donald Trump defies the odds to become the new U.S. president. He wants to make America great again. He seeks to repeal Obamacare. He has zero tole
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President Donald Trump blames China for the long prevalent U.S. trade deficits and several other social and economic deficiencies. In recent years, Pres