论文标题
Exabel的因素模型
Exabel's Factor Model
论文作者
论文摘要
因素模型已成为理解与投资策略相关的风险的普遍且有价值的工具。在本报告中，我们描述了Exabel的因子模型，我们量化了不同因素解释的回报变异性的分数，并且我们显示了一些具有不同因子暴露的投资组合年收益率的例子。
Factor models have become a common and valued tool for understanding the risks associated with an investing strategy. In this report we describe Exabel's factor model, we quantify the fraction of the variability of the returns explained by the different factors, and we show some examples of annual returns of portfolios with different factor exposure.
