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, ...

Powered by advanced factor research and daily refreshed data, Bloomberg’s MAC3 Risk Model transforms how investors see and manage risk in a multi-asset world. Bloomberg MAC3 gives investors a unified ...

AFLG is an actively managed large-cap fund aiming to outperform the S&P 500 Index using a proprietary multi-factor model. Its expense ratio is 0.55% and AFLG has $237 million in assets. AFLG ...

After identifying value and low volatility as factors that can effectively explain the return and volatility of an investment-grade corporate bond portfolio, we proposed a two-factor model to capture ...