Decision Tree Approach
topic on 1 show · 1 statements across 1 episodes
1 statements about Decision Tree Approach, every show
Mahr: MDT adopted decision trees after factor tilts struggled in 1998-1999
“In 2002, we had made a big transition at MDT. For the first decade, the strategies were traditional factor tilting strategies. There was a formula that used a small number of characteristics and the portfolios would tilt toward them. Those strategies generated…”