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 26 September 2026
2018-05-23 09:41:00 Wednesday ET

Many U.S. large public corporations spend their tax cuts on new dividend payout and share buyback but not on new job creation and R&D innovation. These
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Apple unveils 3 iPhone 11 models with new original video services and stars such as Oprah Winfrey, Jennifer Aniston, and Reese Witherspoon. Apple releases t
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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The Federal Reserve System conducts monetary policy decisions, interest rate adjustments, and inter-bank payment operations. Peter Conti-Brown (2017)
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The world now faces an economic inequality crisis with few policy options. Some recent U.S. Federal Reserve data suggest that both income and wealth inequal
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Many analytic business competitors can apply smart data science to support their distinctive capabilities and strategic advantages. Thomas Davenport and