Jordan Doyle holds a bachelor of business administration degree with a major in finance from James Madison University and a master of science degree in finance from George Mason University. He is currently a Research Affiliate to the Research and Policy Center at CFA Institute. His research has mainly focused on determining the drivers of active management in US and European markets and developing a framework to better identify and define new index-based investment strategies. He is also working toward becoming a CFA charterholder.
Using machine learning algorithms in portfolio optimization is a growing trend that investors should pay attention to.
An analysis of the Fed's recent rounds of quantitative tightening (QT) and quantitative easing (QE) yields actionable insights about the relationship between monetary policy and financial conditions.
How do portfolios with asset allocations of 100% equity, 100% bond, 60/40, and 80/20 in the US, UK, Italian, Swiss, and global markets perform over time?
The crypto market’s recent gyrations necessitate a fresh look at the evolving relationships between crypto and traditional asset classes.
How does skewness in returns relate to other factors in asset pricing?
By continuing to use the site, you agree to the use of cookies. more information
The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.