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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 11 October 2025
2018-06-10 19:41:00 Sunday ET
Apple enters a multi-year content partnership with Oprah Winfrey to provide new original online video and TV programs in direct competition with Netflix, Am
2019-12-13 09:32:00 Friday ET
Saudi Aramco aims to initiate its fresh IPO in December 2019. Several investment banks indicate to the Saudi government that most investors may value the mi
2019-01-12 10:33:00 Saturday ET
With majority control, House Democrats pass 2 bills to reopen the U.S. government without funding the Trump border wall. President Trump makes a surprise Wh
2018-07-27 10:35:00 Friday ET
Admitting China to the World Trade Organization (WTO) and other international activities seems ineffective in imparting economic freedom and democracy to th
2018-03-01 07:35:00 Thursday ET
Trump imposes high tariffs on steel (25%) and aluminum (10%) in a new trade war with subsequent exemptions for Canada and Mexico. The Trump administration
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati