Case Studies: Axioma Worldwide Equity Linked Factor Risk Model
The best risk model is the one most closely aligned to your strategy. In some cases, using a single integrated regional model may help you achieve better results. We offer a range of Equity Factor Risk Models – US, Developed Markets ex-US, and Emerging Markets – connected as a Linked Model for more flexible and tailored risk forecasting and attribution.
In this whitepaper, we undertake a variety of tests across different types of portfolios, comparing the performance of the Linked Model, the regional sub-models and our global model, the Axioma Worldwide Equity Factor Risk Model, to find out when it is best to use one model vs the other.
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