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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 25 July 2026
2018-10-25 10:36:00 Thursday ET

Trump tariffs begin to bite U.S. corporate profits from Ford and Harley-Davidson to Caterpillar and Walmart etc. U.S. corporate profit growth remains high a
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Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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College education offers a hefty 8.8% pay premium for each marginal increase in the number of years of intellectual attainment in contrast to the 5.6%-6% lo
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Paul Samuelson defines the mathematical evolution of economic price theory and thereby influences many economists in business cycle theory and macro asset m
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