Returns-based style analysis
id:
returns-based-style-analysis-304-3863208
title:
Returns-based style analysis
text:
Returns-based style analysis (RBSA) is a statistical technique used in finance to deconstruct the returns of investment strategies using a variety of explanatory variables. The model results in a strategy's exposures to asset classes or other factors, interpreted as a measure of a fund or portfolio manager's investment style. While the model is most frequently used to show an equity mutual fund’s style with reference to common style axes, recent applications have extended the model’s utility to
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical technique used to deconstruct the returns of investment strategies
original url:
https://en.wikipedia.org/wiki/Returns-based_style_analysis
date created:
date modified:
2024-01-06T21:35:54Z
main entity:
{"identifier":"Q17082595","url":"https://www.wikidata.org/entity/Q17082595"}
image:
fields total:
13
integrity:
14