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 ...
Everyone now knows that as interest rates rise, stock prices fall. The Risk Premium Factor Model quantifies and explains the impact of earnings and long-term Treasury expectations on the S&P 500. The ...
This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...
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