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, ...

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 ...

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 ...

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 ...

NEW YORK--(BUSINESS WIRE)--MSCI Inc. (NYSE: MSCI), a leading provider of indexes, portfolio analytics, and services for global investors, today announced its latest factor innovation, the MSCI ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in ...

Andy Smith is a Certified Financial Planner (CFP®), licensed realtor and educator with over 35 years of diverse financial management experience. He is an expert on personal finance, corporate finance ...

Research dating back to 1972 has persistently found that low-volatility (or low beta) stocks have systematically provided higher risk-adjusted returns than high-risk stocks. Today, many leading equity ...