Fundamental (discretionary) portfolio managers typically build their portfolios from the bottom up. That is, they identify stocks they expect to beat the market and combine them to create a portfolio. However, fundamental managers can leverage quantitative tools to help identify and lessen potential issues in their portfolio, while still maintaining ...
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Looking something about modelling Infrastructure risks, any suggestions? Thanks in advance.
Systematic rebalancing generates an unintended negative exposure to the momentum factor. So what? https://www.savvyinvestor.net/node/814283
Should you base risk estimates on monthly data? Daily? Yearly? This stuff actually really matters! https://www.savvyinvestor.net/node/682338
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