Sharpe-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 2 May 2026
2023-08-07 12:29:00 Monday ET

Oxford macro professor Stephen Nickell and his co-authors delve into the trade-off between inflation and unemployment in the dual mandate of price stability
2017-01-23 09:30:00 Monday ET

There are several highlights from the first news conference after Trump's presidential election victory: The Trump administration will repeal-and-
2022-05-15 10:29:00 Sunday ET

Innovative investment theory and practice Corporate investment can be in the form of real tangible investment or intangible investment. The former conce
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Timothy Geithner shares his reflections on the post-crisis macro financial stress tests for U.S. banks. Timothy Geithner (2014) Macrofinanci
2022-10-15 09:34:00 Saturday ET

Internal capital markets and financial constraints Duchin (JF 2010) empirically finds that multidivisional firms with robust internal capital markets ret
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Our proprietary alpha investment model outperforms the major stock market benchmarks such as S&P 500, MSCI, Dow Jones, and Nasdaq. We implem