Insights | Top-down or bottom-up?

In this Insights, we assess the benefits and drawbacks of the various single factor and multi-factor portfolio construction techniques using metrics such as factor exposure, the number of factors targeted, and concentration measures such as Effective N. 

On the basis of this analysis, we draw conclusions about which approach can deliver factor exposure in the most efficient manner.

Read the complete white paper at the link beneath Related Files

Supporting documents

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