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+See MoreSharpe-Lintner-Black CAPM alpha (2.00%) Fama-French (1993) 3-factor alpha (2.80%) Fama-French-Carhart 4-factor alpha (3.61%) Fama-French (2015) 5-factor alpha (4.44%) Fama-French-Carhart 6-factor alpha (5.24%) Dynamic conditional 6-factor alpha (10.90%) Last update: Saturday 3 October 2026
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Corporate diversification theory and evidence A recent strand of corporate diversification literature spans at least three generations. The first generat
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Ford and Baidu team up to test autonomous cars in China. For the next few years, Ford and Baidu plan to collaborate on the car design and user acceptance te
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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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2018-02-11 07:30:00 Sunday ET

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