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"True Exposure"

Friday, September 05, 2008
Focus is not as much on valuations, as it is on how those valuations might change.

A SQUARE :: 05Sep08 "True Exposure"
Category Extraction
Author Sona Blessing
Most optimisation programs rely solely on past returns of those funds. We have moved away from this approach, recognising that analysis based upon past returns is not sufficient. By building up exposures from the underlying positions, our reports help investors understand their “true exposures”.
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