Factor Risk Models and the Hedge Fund Business(fixmydocuments.com)
fixmydocuments.com
Factor Risk Models and the Hedge Fund Business
https://fixmydocuments.com/blog/10_barra_factor_model_article
1 comments
I was recently explaining to someone how Barra risk factor models work and how they’re used by hedge funds to measure whether someone actually has investing skill or just “got lucky” (among many other use cases). And I realized that it would make an interesting article. So enjoy!