Bloomberg L.P.

Redefining risk modeling for a new era of investing

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 ...
Seeking Alpha

Mitigating Economic Risk In Multi-Factor Strategies

Cap-weighted benchmarks incorporate no explicit objective to capture exposure to those risk factors that have been documented in the academic literature to offer a long-term reward. Deviations from ...
Bloomberg L.P.

Marshall Wace Selects Bloomberg’s Multi-Asset Class Fundamental Risk Models to Enhance Quantitative Investment Strategies

NEW YORK – Tuesday December 2, 2025 – Bloomberg today announced that Marshall Wace, a leading global liquid alternatives manager with $70BN+ in assets, has adopted Bloomberg’s Multi-Asset Class ...
Morningstar

MSCI Launches Private Credit Factor Model to Bring Transparency to Rapidly Growing Asset Class

Expanding MSCI’s multi-asset risk modeling suite, the new tool analyzes private credit risk within a total portfolio context MSCI Inc. (NYSE: MSCI) launched a Private Credit Factor Model to help ...
Finextra

Maximising AI risk model performance with multi-bureau data

Many financial institutions shy away from multi-bureau strategies, fearing complexity and cost. What if we told you that not only is a multi-bureau approach achievable, but it can also significantly ...