This is a summary of links featured on Quantocracy on Monday, 10/01/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
Measuring Risk Tolerance [Flirting with Models]Risk tolerance, capacity, and need all factor into determining whether a portfolio is appropriate for an investor. Capacity and need are generally straightforward to quantify and map to an appropriate portfolio, but risk tolerance is more difficult, with many questionnaires potentially oversimplifying the process of mapping an investor into a portfolio. Companies like Riskalyze have striven to
Factor Olympics Q3 2018 [Factor Research]Global factor performance in the first three quarters of 2018 is comparable to 2017 However, regional factor performance diverges, reflecting changes in monetary and trade policies Low Volatility leads and Value lags INTRODUCTION We present the performance of seven well-known factors on an annual basis for the last 10 years and the first three quarters of 2018. It is worth mentioning that not all