A version of this article was published in the August 2013 issue of Morningstar ETFInvestor. Download a complimentary copy here. Yesterday, I briefly explained the three major risk factors that ...

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 ...

The Fama-French Three Factor Model provides a highly useful tool for understanding portfolio performance, measuring the impact of active management, portfolio construction and estimating future ...

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 ...

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 ...

The latest version of SimCorp’s flagship risk model provides portfolio managers and risk managers with deeper insights for improved portfolio construction and risk management, drawing on SimCorp’s ...