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 ...

DYNF offers a low-cost, active factor rotation strategy targeting value, momentum, and quality, aiming to outperform large- and mid-cap US equities. The ETF is currently overweight mega-cap tech ...

The explanatory power of the factors gives an edge to asset managers, hedge funds family offices and pension funds on how to better identify the source of risk and opportunities aligned with their ...

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 ...

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 ...

Vanguard Founder Jack Bogle had many views, all pronounced. (Naturally loquacious, he also wrote 10 books.) He criticized publicly traded mutual fund companies and exchange-traded funds, supported ...