Is there any interesting news about CAPM/FF3FM or asset pricing models in general lately? Would have been greatly appreciated!
Regarding asset pricing models, Google scholar will be a good place to search. Begin your search my putting the title of the seminal paper "The Cross-Section of Expected Stock Returns" by E. F. Fama and K. R. French published in 1992. Go to the citations link of this paper in the results. Finally, sort by date and it will give you latest articles on the topic. The Same idea can be used with other databases (e.g. ScienceDirect). If you mean latest models by "latest news" then there are many models adding different factors. such as the one adding liqudity premium to the fama-french 3-factor model by Weimin Liu.[paper]