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 27 June 2026
2019-05-15 12:32:00 Wednesday ET

The May administration needs to seek a fresh fallback option for Halloween Brexit. After the House of Commons rejects Brexit proposals from the May administ
2018-10-27 09:34:00 Saturday ET

U.S. automobile and real estate sales decline despite higher consumer confidence and low unemployment as of October 2018. This slowdown arises from the curr
2017-05-31 06:36:00 Wednesday ET

The Federal Reserve rubber-stamps the positive conclusion that all of the 34 major banks pass their annual CCAR macro stress tests for the first time since
2023-07-14 10:32:00 Friday ET

Ray Fair applies his macroeconometric model to study the central features of the U.S. macroeconomy such as price stability and full employment in the dual m
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
2023-10-19 08:26:00 Thursday ET

World politics, economics, and new ideas from the Psychology of Money written by Morgan Housel We would like to provide both economic and non-economic th