Tag Archives: S&P China A-Share Factor Indices
What’s inside the S&P China A-Share Factor Indices? The Impact of Style Risk Factors
In our previous blog, our studies indicated that most factor indices in China exhibited distinct return characteristics during up and down markets. To understand the sources that drive differential factor performance, we examined the risk factor exposures and factor impact on the performance of S&P China A-Share Factor Indices[1] based on the Axioma AXCN4-MH China…
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