Q2: Jessica Stauth – Seeking Alpha? Try Alpha Factors
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How to Use Risk Factors to Evaluate Returns of Female CEOs
In this example we have the returns of a portfolio of holding just female runs uh companies over time and so now what we could do is as we're developing other factors other strategies we could look at those factors risk exposure to the returns. So that's how you would then transform this into a risk factor because like okay well you might say well maybe in five years this is just well known and everybody trades on it but i don't want to be dependent with this factor.
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