Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace dummy variables for deeper, more accurate risk insight. PCA shrinkage ...

Learn how HML impacts stock returns within the Fama-French model, highlighting value stocks' advantage over growth stocks for strategic investment insights.

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...

More financial advisors are teaming up with model portfolio providers to use their models as a foundation for customization. Custom model portfolios can be adjusted to meet the specific preferences of ...

Model portfolios continue to gain traction with financial advisors. Approximately $424 billion follows model portfolios as of June 2023, a 48% increase from $286 billion two years prior[1]. With this ...

The investment industry is undergoing a transformation that is largely attributable to technological advancements. Investors will benefit from a basic understanding of ML algorithms and the impact ...