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 15 February 2025
2018-09-17 12:40:00 Monday ET
Nobel Laureate Robert Shiller's long-term stock market indicator points to a recent peak. His cyclically-adjusted P/E ratio (or CAPE) accounts for long-
2018-06-03 07:35:00 Sunday ET
Several recent events explain why Trump may undermine multilateral world order. First, Trump withdraws the U.S. from the 12-nation Trans-Pacific Partnership
2020-07-19 09:25:00 Sunday ET
Senior business leaders can learn much from the lean production system with iterative continuous improvements at Toyota. Takehiko Harada (2015)
2019-12-28 09:36:00 Saturday ET
Global debt surges to $250 trillion in the fiscal year 2019. The International Institute of Finance analytic report shows that both China and the U.S. accou
2019-11-23 08:33:00 Saturday ET
MIT financial economist Simon Johnson rethinks capitalism with better key market incentives. Johnson refers to the recent Business Roundtable CEO statement
2018-08-15 14:40:00 Wednesday ET
Senator Elizabeth Warren advocates the alternative view that most U.S. trade deals serve corporate interests over workers, customers, and suppliers etc. She