Advancing Investment Solutions Through Research
At Freeman, we are proud to extend the heritage of original, innovative research as well as the use of progressive technologies and modeling techniques to advance investment solutions. Here is a listing of our current research initiatives.
Volatility Matrix
- Extend sector specific valuation models
- Refine peer group definitions
Specific Risk re-estimation
- Correct for substantial bias in forecasts
- Compensate for substantial non-zero correlations among “specific risk” forecasts
Genetic Symbolic-Regression Machine (GSM)
- Improve bankruptcy prediction
- Improve accuracy of beta forecasts
- Better targeting of active risk forecasts
- Factor discovery and rotational alpha model