5.12. Given the similarity in the signal between the factor group aggregate Z-score and the regular Z-score,

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5.12. Given the similarity in the signal between the factor group aggregate Z-score and the regular Z-score, why would a quantitative portfolio manager ever use the former?

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Quantitative Equity Portfolio Management

ISBN: 9780071459396

1st Edition

Authors: Ludwig B Chincarini, Daehwan Kim

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Question Posted: Oct 24, 2024 07:03 AM

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5.12. Given the similarity in the signal between the factor group aggregate Z-score and the regular Z-score, why would a quantitative portfolio manager ever use the former?
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5.12. Given the similarity in the signal between the factor group aggregate Z-score and the regular Z-score,

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Quantitative Equity Portfolio Management

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