Learn how the portable alpha strategy can enhance your portfolio returns by leveraging low-correlation assets for alpha while ...

Learn to calculate the Sharpe Ratio in Excel for insightful investment analysis. Our guide will help you assess risk versus ...

Long-term investors can pair smart beta ETFs to better capture returns over different points in the market cycle. Many advisors use the Invesco S&P 500® Equal Weight ETF (RSP) as a core equity holding ...

Of many issues associated with CEO compensation, excess returns are likely among the most controversial. Researchers examined how boards face pressures when trying to control this problem. Of many ...

As one example, the simplest aggregation method — which assigns equal weight to the various ESG indices —generated an excess return of 7.7 percent in the U.S. when applied to a portfolio that is long ...

This is part 2 of a multi-part series where we deep dive into the nuances of Index Returns. This paper will provide an overview of the mechanisms of equity futures, the purpose of the equity index ...

This is a preview. Log in through your library . Abstract Rising drug spending has led to increased calls to curtail drug costs. However, it is unclear where to target policy solutions. We estimated ...

Abnormal returns indicate unexpected profit levels which signal potential issues or successes. Investigating abnormal returns helps gauge the reliability of an investment. Unlike excess returns, ...

We use a consumption based asset pricing model to show that the predictability of excess returns on risky assets can arise from only two sources: (1) stochastic volatility of fundamental variables, or ...