SYSTEMS AND METHODS FOR CUSTOMIZING A PORTFOLIO USING VISUALIZATION AND CONTROL OF FACTOR EXPOSURE

Systems and methods for customizing a portfolio using visualization and control of factor exposures are disclosed. Assets are selected for inclusion in factor portfolios from a universe of assets based on risk premia factor scores. The factor portfolios can be combined into blended portfolios having...

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Bibliographische Detailangaben
Hauptverfasser: Monty Joshi Himanshu, Hissen Helmut, Vaidyanathan Vijay, Mantilla Garcia Daniel, Ang Andrew
Format: Patent
Sprache:eng
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