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Results tagged with factor-models
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user 467
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
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What are the steps to perform properly a risk factor analysis on a portfolio?
I have been asked to perform a factor analysis on a given portfolio, assume it's a Swiss portfolio in CHF.
First step, I chose which factors I would like to see in my analysis.
The first factors I w …
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