How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

A practical use case showcasing examples of how Premialab proprietary benchmarks on risk premia and factor performances can be used in conjunction with equity factor models to assess and manage associated risk.

In practice, the Premialab factor model can be used to benchmark vendor implementation of specific equity styles. This paper also shows how the factors can capture non-equity risk in some equity portfolios. 

 

 

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