Timing Factor Risk and Factor Returns with AI

Research unit

INNOSUISSE

Project number

123.049 IP-SBM

Project title

Timing Factor Risk and Factor Returns with AI

Texts for this project

	German	French	Italian	English
Key words	-	-	-
Abstract	-	-	-

Category	Text
Key words (English)	Social sciences & business management, Finance
Abstract (English)	Enhancing LLB?s equity fund management, this project introduces an AI-driven factor investing approach, dynamically timing factor returns and risks. It enables strategic tilts for higher returns, reduced unwanted risk, and a strong sustainable investment profile.