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 22 November 2025
2022-02-25 00:00:00 Friday ET

Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2019-08-05 13:30:00 Monday ET

China continues to sell U.S. Treasury bonds amid Sino-U.S. trade truce uncertainty. In mid-2019, China reduces its U.S. Treasury bond positions by $20.5 bil
2018-11-25 12:37:00 Sunday ET

The Chinese administration delivers a written response to U.S. demands for trade reforms. This strategic move helps trigger more formal negotiations between
2017-06-27 05:40:00 Tuesday ET

These famous quotes of self-made billionaires are inspirational words of wisdom on financial management, innovation, and entrepreneurship. For financial
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As the White House economic director, Gary Cohn suggests that the Trump administration will tackle tax cuts after the administration *repeals and replaces*
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Macro innovations and asset alphas show significant mutual causation. April 2023 This brief article draws from the recent research publicati