This paper is concerned with multi-period asset–liability mean–variance portfolio selection with an uncertain exit time. By employing the mean-field formulation to this problem which involves ...

The Adaptive Asset Allocation (AAA) portfolio combines two different tactical approaches (momentum and minimum variance) into one algorithm. The intention of this portfolio recipe is to optimize ...

We have come to define the period that followed the 2008 global financial crisis and continued until the Covid pandemic in 2020 as the era of quantitative easing (QE) – a period in which financial ...

According to Nvidia’s 2025 State of AI in Financial Services report, one in four firms identify portfolio optimization as the single most ROI generative application of AI in Finance. In reality, ...

Powered by advanced factor research and daily refreshed data, Bloomberg’s MAC3 Risk Model transforms how investors see and manage risk in a multi-asset world. Bloomberg MAC3 gives investors a unified ...

Editor’s note: Read the latest on how the coronavirus is rattling the markets and what investors can do to navigate it. Multi-Asset Income Funds: Is the Extra Income Worth the Extra Risk? While all ...

The MFS Special Value Trust is a multi-asset closed end fund with roughly equal allocations in fixed income and equity. The fund is considered a risk-on vehicle due to its high yield bond investments.

Most of us enter the mutual fund space to earn good returns without taking the direct risks associated with investing in equities. In other words, we want high returns with low volatility. This is why ...

Multi-asset funds are rapidly emerging as one of the most favoured entry points for new and cautious investors, thanks to their ability to offer instant diversification without the complexity of ...

The world has always been an unpredictable place for investors, and it has become more so over the past five years. Digitisation is partly to blame. News can travel from one side of the planet to ...

This content was paid for by Newton Investment Management. For institutional investors only. Please read the important disclosure at the end of the document. We have come to define the period that ...