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 ...

We demonstrate the impact of conditional correlation on an asymptotic single risk factor model within the framework of dynamic credit provisioning and stress testing. Specifically, we show the effect ...

November 20, 2008 — A simple 3-variable model for predicting survival in patients with advanced cancer who undergo palliative radiotherapy is comparable to a more complex 6-variable model, and ...

Over time, investment portfolios can drift away from their original allocation. This can happen for a range of reasons. A new fund manager could deviate from a fund’s original process. Fund managers ...

The authors propose an application of Kelly et al's 2018 model combining regression-based betas with cross-sectional and time ...

When investors think about risk in equity portfolios, the usual suspects come to mind - market risk, sector risk or maybe ...

FRIDAY, Aug. 22, 2025 (HealthDay News) -- For adults with nondialysis chronic kidney disease (CKD), risk prediction models incorporating novel biomarkers show comparable discrimination to established ...