Ben Johnson: Hi. I'm Ben Johnson, director of global ETF research with Morningstar. Today I'm on the sidelines of Morningstar's 30th annual Morningstar Investment Conference, and I'm joined by Kevin ...

A recent study, “Picking Winners in Factorland: A Machine Learning Approach to Predicting Factor Returns,” set out to answer a critical question: Can machine learning techniques improve the prediction ...

Introduction: The Portfolio Optimization Process Needs to Be Revamped. For decades, portfolio optimization has been the pinnacle of modern finance. In the 1950s, with the introduction of Harry ...

At first glance, it might appear that machine learning models and asset managers, particularly those that employ quantitative strategies, are a natural fit. But the reality is that many managers are ...