In recent years, portfolio strategies have become more sophisticated, market structures have shifted, and the line between passive and active management has blurred. Against that backdrop, the limitations of any static model framework have become increasingly apparent.
GR8 Risk Factor Model is our response to those shifts.
The GR8 Global Equity Risk Factor Model is an extension of the long-established Wilshire GR6, maintaining its core principles of stability, transparency, and empirical robustness while introducing several methodological improvements.
GR8 is designed to align with the current state of portfolio research and investment workflows, where both passive and active strategies require more granular and interpretable factor signals. The model incorporates updated statistical techniques, refined factor construction, and an expanded factor set to capture a broader and more precise representation of equity risk.
Emilian Belev, CFA, ARPM
Emilian has more than two decades of experience leading the quant development and innovation in modeling the full spectrum of investment assets – stocks, bonds, derivatives, private equity, debt, real estate, and a long list of exotic, custom, and esoteric investments. He has published seminal and innovative research articles in peer reviewed industry publications on these topics and has made public appearances presenting at various industry events in globally.
You will also receive an email with a copy of the report soon.