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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 13 September 2025
2017-05-31 06:36:00 Wednesday ET
The Federal Reserve rubber-stamps the positive conclusion that all of the 34 major banks pass their annual CCAR macro stress tests for the first time since
2018-01-01 06:30:00 Monday ET
As former chairman of the British Financial Services Authority and former director of the London School of Economics, Howard Davies shares his ingenious ins
2023-09-07 11:30:00 Thursday ET
Michael Woodford provides the theoretical foundations of monetary policy rules in ever more efficient financial markets. Michael Woodford (2003)  
2018-09-01 07:34:00 Saturday ET
As the French economist who studies global economic inequality in his recent book *Capital in the New Century*, Thomas Piketty co-authors with John Bates Cl
2017-11-05 09:45:00 Sunday ET
President Trump criticizes the potential media merger between AT&T and Time Warner, the latter of which owns the anti-Trump media network CNN. President
2017-05-07 06:39:00 Sunday ET
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