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 6 December 2025
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Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2022. As of early-January 2023, the U.S. Patent and Trademark O
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The Trump administration's $1.5 trillion hefty tax cuts and $1 trillion infrastructure expenditures may speed up the Federal Reserve interest rate hike
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Daron Acemoglu and James Robinson show that good inclusive institutions contribute to better long-run economic growth. Daron Acemoglu and James Robinson
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CEO overconfidence and corporate performance Malmendier and Tate (JFE 2008, JF 2005) argue that overconfident CEOs are more likely to initiate mergers an
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Modern themes and insights in behavioral finance Lee, C.M., Shleifer, A., and Thaler, R.H. (1990). Anomalies: closed-end mutual funds. Journal