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+See MoreSharpe-Lintner-Black CAPM alpha (2.14%) Fama-French (1993) 3-factor alpha (2.92%) Fama-French-Carhart 4-factor alpha (3.72%) Fama-French (2015) 5-factor alpha (4.54%) Fama-French-Carhart 6-factor alpha (5.33%) Dynamic conditional 6-factor alpha (11.14%) Last update: Saturday 30 May 2026
2024-10-14 11:33:00 Monday ET

Stock Synopsis: Video games continue to take both screen time and monetization from many other forms of entertainment. We are broadly positive about the
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The Chinese administration delivers a written response to U.S. demands for trade reforms. This strategic move helps trigger more formal negotiations between
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From crony capitalism to state capitalism, what economic policy lessons can we learn from President Putin's current reign in Russia? In the 15 years of
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While the original five-factor asset pricing model arises from a quasi-lifetime of top empirical research by Nobel Laureate Eugene Fama and his long-time co
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Bank leverage and capital bias adjustment through the macroeconomic cycle Abstract We assess the quantitative effects of the recent proposal
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Modern themes and insights in behavioral finance Lee, C.M., Shleifer, A., and Thaler, R.H. (1990). Anomalies: closed-end mutual funds. Journal