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Zuo and the co-author, Andrew Jiang, generated an asset pricing model based on nearly four decades (1980–2018) of financial data from hundreds of companies, including well-known firms like Coca ...

The Bloomberg MAC3 GRM suite of Multi-Asset risk models incorporates a number of advanced techniques that result in superior performance across portfolio types, geographies and investment styles ...

Y. Peter Chung, Herb Johnson, Michael J. Schill, Asset Pricing When Returns Are Nonnormal: Fama‐French Factors versus Higher‐Order Systematic Comoments, The Journal of Business, Vol. 79, No. 2 (March ...

Bloomberg and Rockefeller Asset Management today announced the launch of the Bloomberg Rockefeller U.S. All Cap Multi-Factor ESG Improvers Index, available through the Bloomberg Terminal.