Sentences with phrase «volatility factors enhances»

Does Adding Momentum and Volatility Improve Performance», Mohammed Elgammal, Fatma Ahmed, David McMillan and Ali Al - Amari examine whether adding momentum and low - volatility factors enhances the Fama - French 5 - factor (market, size, book - to - market, profitability, investment) model of stock returns.

Not exact matches

But, for investors willing to assume higher tracking error relative to traditional market capitalization - weighted benchmarks, a multifactor approach, such as the WisdomTree U.S. Multifactor Fund, has the potential to enhance returns, while providing greater factor diversification and thus, may lower volatility compared to single - factor approaches.»

Factor Identification To identify the factors that could enhance security selection, we computed the performance statistics of the quintile portfolios ranked by each factor and demonstrated the strong relationship of factor exposure, portfolio return, and return volatFactor Identification To identify the factors that could enhance security selection, we computed the performance statistics of the quintile portfolios ranked by each factor and demonstrated the strong relationship of factor exposure, portfolio return, and return volatfactor and demonstrated the strong relationship of factor exposure, portfolio return, and return volatfactor exposure, portfolio return, and return volatility.

Hartford Funds» approach seeks to achieve volatility targets while avoiding unintended risks and gaining exposure to potentially return - enhancing factors: value, momentum, and quality.