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
2020-07-26 15:29:00 Sunday ET

Firms and customers create value and wealth together by joining the continual flow of small batches of lean production to the lean consumption of cost-effec
2018-12-05 09:38:00 Wednesday ET

Federal Reserve publishes its inaugural flagship financial stability report. Fed Chair Jerome Powell applauds both low inflation (2%) and low unemployment (
2017-08-07 09:39:00 Monday ET

Global financial markets suffer as President Trump promises *fire and fury* in response to the recent report that North Korea has successfully miniaturized
2019-05-13 12:38:00 Monday ET

Brent crude oil prices spike to $70-$75 per barrel after the Trump administration stops waiving economic sanctions on Iranian oil exports. U.S. State Secret
2018-10-13 10:44:00 Saturday ET

Dow Jones tumbles 3% or 831 points while NASDAQ tanks 4%, and this negative investor sentiment rips through most European and Asian stock markets in early-O
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