Our risk model helps investors spot the factors that influence returns.
Bond funds' past performance isn't necessarily indicative of skill.
Our study shows that equity risk declines as time horizon expands.
The appropriate tools may help investors distinguish luck from skill.
A primer on how linear factor models are used to look at fund manager performance.
Public WiFi hotspots are everywhere, but advisors must take appropriate steps protect sensitive data when working from the road.
Investors would be smart to focus on stocks that trade at a discount to this metric.
Common sources of return can now explain performance that was once attributed to skill.
Incorporating market-liquidity levels in a dynamic asset-allocation policy improves portfolios.