Newsmakers
Who Is the No. 1 Quant? A Contest for the Best Stock Prediction Will Decide
Abu Dhabi is backing a competition for quantitative investing aces, with a $40,000 top prize.
Tag: factors
Asset Allocation
Factors Grow in Popularity Among Investors, Study Says
Using methods other than market value should give superior performance amid slow economic growth and rapid inflation, respondents believe.
Asset Allocation
Wilshire Brings Out More Fine-Tuned Indexes
The firm is a big critic of rivals’ indexes, which it says fail to represent today’s stock market.
Market Moves
Value’s Latest Dive Shocks Cliff Asness
AQR co-founder had called for adding more low-priced stocks, figuring their bad times had ended. Oops.
Factor Investing Doesn’t Always Deliver the Magic
Its different strategies can range from dynamic to sleepy.
Oft-Touted Risk Premia Strategies Show Their Weak Side
Meant as hedge fund replacements, they haven’t kept up with the market, though they’ve improved this year.