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 18 April 2026
2018-05-11 09:37:00 Friday ET

OPEC countries have cut the global glut of oil production in recent years while the resultant oil price has surged from $30 to $78 per barrel from 2015 to 2
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2017-04-13 10:42:00 Thursday ET

President Donald Trump unveils the dramatic *tax overhaul proposal*. Through this tax plan, Trump replaces the current 7 income tax brackets with 3 leane
2023-12-07 07:22:00 Thursday ET

Economic policy incrementalism for better fiscal and monetary policy coordination Traditionally, fiscal and monetary policies were made incrementally. In
2019-06-13 10:26:00 Thursday ET

The Chinese Xi administration may choose to leverage its state dominance of rare-earth elements to better balance the current Sino-U.S. trade war. In recent
2023-08-28 08:26:00 Monday ET

Jared Diamond delves into how some societies fail, succeed, and revive in global human history. Jared Diamond (2004) Collapse: how societies