Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace dummy variables for deeper, more accurate risk insight. PCA shrinkage ...

Most investment portfolios are designed with growth as the primary objective. But in retirement, especially when considering long-term care needs, your portfolio must serve multiple masters. After ...

In a world of uncertainty and shifting narratives, this post proposes a new model for investing: Bayesian edge investing. Unlike modern portfolio theory, which assumes equilibrium and perfect ...

The rise of alternative investments, driven by accessibility and investor demand for higher returns, diversification, and risk mitigation, is reshaping wealth management. Wealth management firms face ...

Neel Somani, a researcher and technologist with a strong foundation in mathematics, computer science, and business from the ...

Individual investors have more investment options than ever before—which means it’s harder than ever to design an effective portfolio. Even after deciding to limit investments to mutual funds and ...