Axioma: A More Complete View of Equity Portfolio Risk

Best practice in quantitative analysis of equity portfolios advocates matching the target portfolio with the representative risk model, i.e., a single country model for a single country portfolio, a regional model for a regional portfolio, and a global model for a global portfolio. According to the theory, restricting the model to the appropriate region and asset class should provide a better fit to the assets in the portfolio and limit the amount of specification error, compared with a model

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