The Adaptive Asset Allocation (AAA) portfolio combines two different tactical approaches (momentum and minimum variance) into one algorithm. The intention of this portfolio recipe is to optimize ...

This paper is concerned with multi-period asset–liability mean–variance portfolio selection with an uncertain exit time. By employing the mean-field formulation to this problem which involves ...

This content was paid for by Newton Investment Management. For institutional investors only. Please read the important disclosure at the end of the document. We have come to define the period that ...

According to Nvidia’s 2025 State of AI in Financial Services report, one in four firms identify portfolio optimization as the single most ROI generative application of AI in Finance. In reality, ...

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 ...

Markets never move in straight lines. No investor can predict the direction of the next cycle. There are periods of strong gains and high confidence, followed by times when bond yields rise, inflation ...

The world has always been an unpredictable place for investors, and it has become more so over the past five years. Digitisation is partly to blame. News can travel from one side of the planet to ...

We have come to define the period that followed the 2008 global financial crisis and continued until the Covid pandemic in 2020 as the era of quantitative easing (QE) – a period in which financial ...