Whitepaper:
Revealing Sources of Portfolios Risks & Returns

1. Credit protection in equities undervalued
2. Small caps - too far, too fast?
3. CHFJPY- cross asset red flag, or FX idiosyncrasy?
Traditional factor-based risk analysis reveal portfolio risks, but style investors aren’t immune to macro forces.Fundamental and macro factor models are complementary, offering a deeper understanding of portfolio risk than either one alone.
SimCorp Axioma and Qi explored this in a case study
Download the PDF
10 minute read.