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 31 January 2026
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The Federal Reserve's current interest rate hike may lead to the next economic recession as credit supply growth ebbs and flows through the business cyc
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In recent years, higher American economic growth has been impressive both by historical standards and in comparison to the rest of the world. American excep
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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U.S. federalism and domestic institutional arrangements A given country is federal when both of its national and sub-national governments exercise separa