It is relatively clear how to assess whether a particular stock investment did well. There is a purchase price and a sale price. This gives an exact return by which to measure performance. Looking at ...

From WisdomTree: Lately, investors have begun to accept smart beta–and factor investing–just as they did broad beta index funds years ago. WisdomTree pioneered the commercialization of these ...

PITTSBURGH--(BUSINESS WIRE)--Confluence Technologies, Inc. (“Confluence”), a global technology solutions provider of regulatory, analytical and investor communications solutions for the investment ...

As ESG factors help contribute to—or detract from—security returns, it makes sense for active investors to integrate them into security selection. Factor attribution using historical returns can ...

Confluence Technologies, a global technology solutions provider of regulatory, analytical and investor communications solutions for the investment management industry, has formed a strategic ...

In this paper, improvements made in profit and loss attribution models for derivatives by treating traditional sensitivities as regression factors are validated. Options surfaces are parametrically ...