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Quantification of major sources of risk and return
Market, style, common factor, and security risks are all measured and evaluated |
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Active management of all potential sources of excess return
Make active portfolio management decisions that reflect our outlook for the return potential of each element
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Emphasis on security selection using quantitative and fundamental tools
We believe security selection is the most consistent source of excess returns and it is therefore targeted as the primary source of return |
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Disciplined approach for identification of attractive securities
Quantitative models are used to identify factors associated with excess returns
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Diversification as a means of reducing risks without reducing returns
Limit the impact of market, style and common risk factors
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