Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap
Despite a brief return to normalcy in 2022, equity factor strategies have…
The Size Factor Matters for Actual Portfolios
The size factor is among those equity risk factors that have provided…
What Can AI Do for Investment Portfolios? A Case Study
Artificial intelligence (AI)-based strategies are being increasingly applied in investing and portfolio…
Myth-Busting: Alts’ Uncorrelated Returns Diversify Portfolios
Introduction Alternative investments accounted for $13 trillion in assets under management (AUM)…
