Timing Factor Risk and Factor Returns with AI

• Unité de recherche: INNOSUISSE
• Numéro de projet: 123.049 IP-SBM
• Titre du projet anglais: Timing Factor Risk and Factor Returns with AI

Mots-clé (Anglais)

Social sciences & business management, Finance

Résumé des résultats (Abstract) (Anglais)

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.