Quantitative Methods

Adding Alpha by Subtracting Beta: A Case Study on how Quant Tools can Improve a Portfolio's Returns (Axioma)

Fundamental (discretionary) portfolio managers typically build their portfolios from the bottom up. That is, they identify stocks they expect to beat the market and combine them to create a portfolio. However, fundamental managers can leverage quantitative tools to help identify and lessen potential issues in their portfolio, while still maintaining ...