Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace ...
Cap-weighted benchmarks incorporate no explicit objective to capture exposure to those risk factors that have been documented in the academic literature to offer a long-term reward. Deviations from ...
The Bloomberg MAC3 GRM suite of Multi-Asset risk models incorporates a number of advanced techniques that result in superior performance across portfolio types, geographies and investment styles.
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