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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 3 October 2026
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President Trump and his Republican senators and supporters praise the recent economic revival of most American counties. The Economist highlights a trifecta
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The global asset management industry is central to modern capitalism. Mutual funds, pension funds, sovereign wealth funds, endowment trusts, and asset ma
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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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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati
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U.S. and Chinese trade negotiators hold constructive phone talks after Presidents Trump and Xi exchange reconciliatory gestures at the G20 summit in Japan.
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Nobel Laureate Paul Milgrom explains the U.S. incentive auction of wireless spectrum allocation from TV broadcasters to telecoms. Paul Milgrom (2019)