Bloomberg L.P.

Redefining risk modeling for a new era of 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 ...
Seeking Alpha

MSCI Launches Private Credit Factor Model to Bring Transparency to Rapidly Growing Asset Class

Expanding MSCI’s multi-asset risk modeling suite, the new tool analyzes private credit risk within a total portfolio context As investors continue to increase their allocations to the private credit ...
JSTOR Daily

The (time-varying) Importance of Oil Prices to U.S. Stock Returns

We evaluate the probability that oil prices affect excess stock returns for U.S. listed firms. The probabilities are obtained from a time-varying multi-factor asset pricing framework estimated using ...
EurekAlert!

Generating asset pricing model via symbolic modeling—a machine learning-based approach

In a breakthrough for artificial intelligence (AI) and finance, computer scientists from Texas A&M University have developed a machine learning based method called Symbolic Modeling to handle ...
Morningstar

MSCI Launches Private Credit Factor Model to Bring Transparency to Rapidly Growing Asset Class

Expanding MSCI’s multi-asset risk modeling suite, the new tool analyzes private credit risk within a total portfolio context MSCI Inc. (NYSE: MSCI) launched a Private Credit Factor Model to help ...