About this document
Portfolio Performance Analysis and Risk Factors by kalmon zheng is a document available to read on EtoBox.
The document provides a detailed analysis of two investment portfolios over a 30-period timeframe, including their monthly and annual returns, standard deviations, and correlations with three risk factors. It also includes regression analysis to determine the factor betas for each portfolio, assessing their performance and risk exposures according to the Fama-French model. The findings indicate Portfolio A has a higher return but also higher risk, while the correlation coefficients suggest varying relations
- Author
- kalmon zheng
- Language
- EN