In order to best assess risk in a portfolio, it’s critical for portfolio managers not to rely on a one size fits all approach to modeling. The most exacting approach will take regional concerns into ...

Factor investing helps investors seek an edge by targeting proven return drivers like value, momentum, quality and low ...

NEW YORK--(BUSINESS WIRE)--MSCI Inc. (NYSE: MSCI), a leading provider of critical decision support tools and services for the global investment community, today announces the launch of the next ...

In a new working paper, Fama-French extend previous work to offer investors the possibility of capturing additional returns. It’s almost universally agreed that relative to the market as a whole, ...

Factor investing involves using factor models like CAPM and APT to predict individual security returns based on macroeconomic or other factors. Factor investing is a formulaic method for forecasting ...