Volatilitas harga saham menjadi isu yang menarik untuk diteliti bahwasanya salah pilih
saham saat berinvestasi saham akan mengakibatkan kerugian yang besar. Teori portofolio …

Risk factors and systematic factor strategies are fast becoming an integral part of the global
asset management landscape. In this report, we provide an introduction to, and critique of …

This article investigates the trade-off between an extension of the standard three-factor
model including a new volatility factor compared to a parsimonious Markov switching model …

State and local officials are often tasked with policy decisions that are influenced by
projections of future economic conditions. However, properly assessing and predicting local …

Investing in factors can improve equity strategies and indexes by adding expected returns in
excess of the market risk premium. These nontraditional sources of return were previously …