Improving Asset Allocation with Factor Analysis

November 4, 2014 / by Mark Cintolo, CAIA

Download file

This NEPC research paper recommends using macroeconomic risk factor analysis to provide new insights into portfolio management.  A multi-disciplinary and holistic approach that includes factor analysis can strengthen the asset allocation decision-making process.

Topics: Research

Mark Cintolo, CAIA

Read our disclaimers.