We develop a framework for equity factor timing in a high-dimensional setting when the number of…
Tag: Factor
Latent Factor Cash Flow Model for Alternative Investment Funds
A novel model enhances private investment cash flow risk assessment by integrating economic factors and randomness.…
Preparation and appreciation – the human factor in incident response
An incident response plan typically involves some well-known steps. These generally require understanding what has…
The Forgotten Performance Factor – Innovation
The Forgotten Performance Factor – Innovation #Forgotten #Performance #Factor #Innovation
INTF: Factor Weighting Appears To Have Its Advantages For International Stocks
INTF: Factor Weighting Appears To Have Its Advantages For International Stocks #INTF #Factor #Weighting #Appears #Advantages…
HACK: A Surprising Bullish Factor Reaffirms My Optimism
HACK: A Surprising Bullish Factor Reaffirms My Optimism #HACK #Surprising #Bullish #Factor #Reaffirms #Optimism
SPYT, Over 20% Distribution Rate, But Watch Out For This Factor
SPYT, Over 20% Distribution Rate, But Watch Out For This Factor #SPYT #Distribution #Rate #Watch #Factor
Experimental Lilly drug cuts genetic heart disease risk factor by 94% in trial
Experimental Lilly drug cuts genetic heart disease risk factor by 94% in trial#Experimental #Lilly #drug #cuts…
Foreign Stocks Are Crushing U.S. Equities This Year. A Weak U.S. Dollar Is A Factor
Foreign Stocks Are Crushing U.S. Equities This Year. A Weak U.S. Dollar Is A Factor #Foreign…
FGDL ETF (Gold) Rises With Dollar And Yields–Driven By A Key Factor
FGDL ETF (Gold) Rises With Dollar And Yields–Driven By A Key Factor #FGDL #ETF #Gold #Rises…
GLD: The Trump Factor In Gold's Rally
GLD: The Trump Factor In Gold's Rally #GLD #Trump #Factor #Gold039s #Rally
The Recent Rise Of The U.S. 10-Year Treasury Yield Is Still A Risk Factor For Stocks
The Recent Rise Of The U.S. 10-Year Treasury Yield Is Still A Risk Factor For Stocks…
4 Factor Dividend Growth Strategy – Started 2025 In High Gear
This article was written by Follow I have a masters degree in Analytics from Northwestern University…
BRNY: A Worthy But Not Perfect Candidate For A Factor Investor’s Playbook (NASDAQ:BRNY)
This article was written by Follow Vasily Zyryanov is an individual investor and writer.He uses various…
Sector and Issue Efficiency in Wartime
Introduction Before 2020, the threat of a global pandemic shutting down the world economy was not…
Conservatism: De-Risking the Profitability Issue
Profitability metrics are often the main focus in the search for high-quality stocks. But Profitability is…
The Size Factor Matters for Actual Portfolios
The size factor is among those equity risk factors that have provided a premium over the…
Factor Performance: Will the Comeback Persist?
Factors are the primary market drivers of asset-class returns. In the equity realm, only a limited…
Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap
Despite a brief return to normalcy in 2022, equity factor strategies have experienced performance challenges relative…
The Low-Volatility Factor and Occam’s Razor
Pim van Vliet, PhD, is the author of High Returns from Low Risk: A Remarkable Stock…
Harbor Capital Factor U.S. Large Cap ETF Q4 2024 Commentary
Harbor Capital Factor U.S. Large Cap ETF Q4 2024 Commentary #Harbor #Capital #Factor #U.S #Large #Cap…