Returns-based style analysis (RBSA) is a statistical technique used in finance to deconstruct the returns of investment strategies using a variety of...

gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and performance of investment funds. William Sharpe...

subsequently to detect style drift, two methods are commonly used. They are: Returns-based style analysis Holdings-based style analysis Returns-based approach is...

pricing models. See Returns-based style analysis. As above, style investing generates co-movement between individual assets and their styles. Momentum and reversal...

ownership of a particular asset leased to an organization and earn fixed returns. Private equity consists of large-scale private investments into unlisted...

winners and short prior-month losers Factor investing Returns-based style analysis, a model that uses style indices rather than market factors Size premium...

outcomes are decentralized and potentially intractable to forecasting, this analysis provides support to the concept that the risk-free rate may not be directly...

managed account Sovereign Wealth Fund Stockbroker Style investing Style drift Returns-based style analysis Tracking error Transition management Value investing...

outcry Order book Position Public float Public offering Rally Returns-based style analysis Reverse stock split Share repurchase Short selling Slippage Speculation...

Returns-based style analysis Rate of return on a portfolio Holding period return Tracking error Attribution analysis Style drift Returns-based style analysis...