Concepedia

Factor Exposure Analysis

Factor Exposure Analysis is a quantitative risk assessment method that identifies and measures a portfolio’s sensitivity to specific systematic risk factors by decomposing its returns in relation to those factors, distinguishing it from general risk attribution techniques through its focus on predefined macroeconomic, fundamental, or statistical drivers of asset returns.

82

Publications

8.4K

Citations

472

Authors

167

Institutions

Publications per year

2017–2026

34

Parents

Publications

82

The Preventable Causes of Death in the United States: Comparative Risk Assessment of Dietary, Lifestyle, and Metabolic Risk Factors

Goodarz Danaei, Eric L. Ding, Dariush Mozaffarian et al. · PLoS Medicine · 2009 · 2.9K citations · Full text

, , +17

Colony Collapse Disorder: A Descriptive Study

Dennis vanEngelsdorp, Jay D. Evans, Claude Saegerman et al. · PLoS ONE · 2009 · 1.3K citations · Full text

, , +17

Preventing Substance Abuse Among African American Children and Youth: Race Differences in Risk Factor Exposure and Vulnerability

John M. Wallace, Jordana Muroff · The Journal of Primary Prevention · 2002 · 243 citations · Full text

, , +17

Categorical versus continuous risk factors and the calculation of potential impact fractions

Jan J. Barendregt, Lennert Veerman · Journal of Epidemiology & Community Health · 2009 · 232 citations

, , +16

Quantifying risks and interventions that have affected the burden of diarrhoea among children younger than 5 years: an analysis of the Global Burden of Disease Study 2017

Christopher Troeger, Brigette F. Blacker, Molly H Biehl et al. · The Lancet Infectious Diseases · 2019 · 220 citations · Full text

, , +17

1–5 of 82

Authors

472

  1. AA
    Andrew Ang

    BlackRock (United States), United States

    5 publications · 168 citations

    5

    h-index

  2. SJ
    Stephen J. Brown

    New York University, United States

    4 publications · 555 citations

    4

    h-index

  3. RV
    Ralph V. Katz

    New York University, United States

    4 publications · 426 citations

    4

    h-index

  4. DG
    David G. Pendrys

    UConn Health, United States

    4 publications · 426 citations

    4

    h-index

  5. AS
    Aleksander Sobczyk

    BlackRock (United States), United States

    3 publications · 93 citations

    3

    h-index

1–5 of 472

Institutions

167

  1. UConn Health

    Farmington, United States

    4 h-index

    6 publications

    566 citations

  2. BlackRock (United States)

    New York, United States

    3 h-index

    6 publications

    128 citations

  3. Monash University

    Melbourne, Australia

    2 h-index

    7 publications

    928 citations

  4. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    2 h-index

    2 publications

    51 citations

  5. University of California, Los Angeles

    Los Angeles, United States

    2 h-index

    3 publications

    66 citations

  6. National Bureau of Economic Research

    Cambridge, United States

    2 h-index

    3 publications

    132 citations

  7. Georgetown University

    Washington, United States

    2 h-index

    2 publications

    301 citations

  8. University of Washington

    Seattle, United States

    2 h-index

    2 publications

    3K citations

1–8 of 167

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 222 citations

    8

    h-index

  2. The Journal of Portfolio Management

    JPM · 6 publications · 138 citations

    6

    h-index

  3. American Journal of Epidemiology

    AJE · 4 publications · 426 citations

    4

    h-index

  4. The Journal of Index Investing

    JII · 4 publications · 52 citations

    4

    h-index

  5. Financial Analysts Journal

    FAJ · 4 publications · 214 citations

    4

    h-index

1–5