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 ...

Since the 2008 Global Financial Crisis, quantitative investing has undergone a quiet revolution. Once viewed with skepticism due to high-profile failures, today’s quant strategies are powered by ...

NEW YORK – Tuesday December 2, 2025 – Bloomberg today announced that Marshall Wace, a leading global liquid alternatives manager with $70BN+ in assets, has adopted Bloomberg’s Multi-Asset Class ...

Instead of investing haphazardly in whatever tickles their fancy, professional fund managers invest according to a carefully thought-out process or strategy that aims to beat a predetermined benchmark ...

When investors think about risk in equity portfolios, the usual suspects come to mind - market risk, sector risk or maybe ...

Over 50% of respondents believe the current market environment makes factor investing in fixed income more attractive 41% of respondents have increased allocations to factor strategies over past 12 ...