James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J. Brock is a CFA and CPA with more than 20 years of experience in various areas including investing, ...

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 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 newer factor models of Hou, Xue, and Zhang and Fama and French, which include measures of asset growth to quantify investment, have been shown to add considerable explanatory power to asset ...

We build a class of copula models that captures time-varying dependence across large panels of financial assets. Our models nest Gaussian, Student's t, grouped Student's t, and generalized hyperbolic ...

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