Wealthfront utilizes a factor model approach to estimate asset class covariance because it is considered robust and less susceptible to the influence of historical events with large, non-recurring returns.

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