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 ...

To assess the overall credit risk of a portfolio, it is important to consider the risk correlation between the counterparties (obligors) in addition to their individual credit risks. However, the ...

This paper presents a novel, practical approach to risk management for multifactor equity investment strategies. Our approach lies in the construction of a cross-sectional risk model using the stock ...