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 30 May 2026
2020-09-15 08:38:00 Tuesday ET

Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan
2019-01-23 11:32:00 Wednesday ET

Higher public debt levels, global interest rate hikes, and subpar Chinese economic growth rates are the major risks to the world economy from 2019 to 2020.
2019-11-15 13:34:00 Friday ET

The Economist offers a special report that the new normal state of economic affairs shines fresh light on the division of labor between central banks and go
2019-04-19 12:35:00 Friday ET

Federal Reserve proposes to revamp post-crisis rules for U.S. banks. The current proposals would prescribe materially less strict requirements for community
2020-01-08 08:25:00 Wednesday ET

Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
2023-11-07 11:31:00 Tuesday ET

Joel Mokyr suggests that economic growth arises from a change in cultural beliefs toward technological progress. Joel Mokyr (2018) A culture