In the credit risk weighted assets formula for derivatives, the exposure-at-default is scaled by a multiplier: the so-called internal alpha factor. This has been ...

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...

The Alpha Factor Library, which was launched in 2008 and is available on the S&P Capital IQ platform and the vendor’s Xpressfeed datafeed, provides access to a range of investment strategies—or “alpha ...

Alpha represents the excess returns over any specific benchmark such as an equity index. This factor is typically represented by stocks that have demonstrated strong outperformance against benchmarks, ...