Wealthfront estimates asset class exposure to factors using long-term regressions with daily return data and factor covariances, combining common sources of variation with asset class-specific residual returns to create a final covariance matrix.

Authors

• Person: Not available Organization: Wealthfront
  Wealthfront Classic Portfolio Investment Methodology White Paper

Sources

• Wealthfront Classic Portfolio Investment Methodology White Paper research.wealthfront.com Wealthfront via serper

Referenced by nodes (1)

• Wealthfront entity