Factor Attribution: Exposure where exposure is due

Factor Attribution: Exposure where exposure is due

Published By: HSBC Global Asset Management | 18/09/2017

Many factor investing strategies don’t provide pure exposure to their target factors, resulting in contamination from undesired sources of risk. Factor attribution helps investors get what they desire. It uncovers the true drivers of risk and return in candidate portfolios, allowing investors to identify the optimum investment for them.

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