Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Portfolio Allocations Vs Risk Contributions and more

In today’s briefing:

  • Portfolio Allocations Vs Risk Contributions

Portfolio Allocations Vs Risk Contributions

By Nicolas Rabener

  • Still most investors analyze investment products based on their holdings
  • However, holdings often misportray of what is determining the risk profile
  • A factor exposure analysis can identify the performance & risk contributors

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