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+See MoreSharpe-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 29 August 2026
2017-02-13 09:35:00 Monday ET

JPMorgan Chase CEO Jamie Dimon says President Trump has now awaken the *animal spirits* in the U.S. stock market. The key phrase, animal spirits, is the
2019-04-11 07:35:00 Thursday ET

European Central Bank designs its current monetary policy reaction function and interest rate forward guidance in response to key delays in inflation conver
2018-01-05 07:37:00 Friday ET

Warren Buffett cleverly points out that American children will not only be better off than their parents, but the former will also enjoy higher living stand
2018-07-03 11:42:00 Tuesday ET

President Trump's current trade policies appear like the Reagan administration's protectionist trade policies back in the 1980s. In comparison to th
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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China allows its renminbi currency to slide below the key psychologically important threshold of 7-yuan per U.S. dollar. A currency dispute between the U.S.