Скачать или смотреть What Drives Returns In Factor Portfolios Using Attribution?

Discover the essential components that drive returns in factor portfolios. This video delves into how performance attribution can unveil the underlying sources of alpha and risk, offering a clearer picture of investment dynamics.

In this insightful discussion, you will learn:
► How factor investing leverages systematic risk premia for potential outperformance.
► The critical role of performance attribution in dissecting portfolio returns.
► Key methodologies for identifying specific drivers of success or underperformance in factor strategies.
► Why understanding return attribution is crucial for effective portfolio construction and risk management.


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