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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 18 July 2026
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MIT professor and co-author Daron Acemoglu suggests that economic prosperity comes from high-wage job creation. Progressive tax redistribution cannot achiev
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The U.S. Treasury's June 2017 grand proposal for financial deregulation aims to remove several aspects of the Dodd-Frank Act 2010 such as annual macro s
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The new semiconductor microchip demand-supply imbalance remains quite severe for the U.S. tech and auto industries. Our current fundamental macro a
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Goldman, JPMorgan, Bank of America, Credit Suisse, Morgan Stanley, and UBS face an antitrust lawsuit. In this lawsuit, a U.S. judge alleges the illegal cons
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Harvard macrofinance professor Robert Barro sees no good reasons for the recent sudden reversal of U.S. monetary policy normalization. As Federal Reserve Ch
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A brief biography of Dr Andy Yeh (PhD, MFE, MMS, BMS, FRM, and USPTO patent accreditation) Dr Andy Yeh is responsible for ensuring maximum sustainable me