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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 November 2025
2023-12-05 09:25:00 Tuesday ET

Better corporate ownership governance through worldwide convergence toward Berle-Means stock ownership dispersion Abstract We design a model
2019-11-21 11:34:00 Thursday ET

Berkeley macro economist Brad DeLong sees no good reasons for an imminent economic recession with mass unemployment and even depression. The current U.S. ec
2019-06-05 10:34:00 Wednesday ET

Fed Chair Jay Powell suggests that the recent surge in U.S. business debt poses moderate risks to the economy. Many corporate treasuries now carry about 40%
2018-03-19 10:37:00 Monday ET

Uber's autonomous car causes the first known pedestrian fatality from a driverless vehicle and thus sets off the alarm bell for artificial intelligence.
2019-02-04 07:42:00 Monday ET

Federal Reserve remains patient on future interest rate adjustments due to global headwinds and impasses over American trade and fiscal budget negotiations.
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