Alternative Risk Premia

Research Affiliates is seeing a growing number of investors seeking active, systematic strategies to access market beta and alpha.

USD45 billion Iowa Public Employees' Retirement System will allocate more capital to its portable alpha mandate over the next year, using external managers and in-house models.

Franklin Templeton is partnering with global banks to develop indices using alternative risk premia and equity factors for indexed annuities.

The multi-asset solutions team at Franklin Templeton is bringing AI to its investment offerings to generate alpha, starting with its alternative risk premia strategies.

USD481 billion Neuberger Berman has developed strategies using index and exchange traded fund options to profit from market fluctuations across the S&P 500, MSCI Emerging Markets and MSCI EAFE.

For some family offices investing in emerging markets has become much harder. European managers gathered for the FundForum Monte Carlo 2024 event in late June to discuss how family offices have seemingly “fallen out of love” with emerging markets due to underperformance.

It’s 2024 and there’s a bubble in artificial intelligence, but while everyone sits around waiting for volatility to make a comeback, they’re doubling down on AI-fueled quant strategies. Cliff Asness says the machines are making more decisions at AQR and, as Bloomberg reported earlier this month, many active hedge funds are now piling into quant […]

One midwest public plan is enjoying a strong uptick in returns from its equity smart beta portfolio.

As volatility continues to hover near its year lows, Forbes asked this week is volatility on summer holiday? On Friday the VIX closed at just over 13. For equity bulls, the low level of volatility is an encouraging sign. However, those that have been around a little while will know that it's when things get […]

EUR110 billion BBVA Asset Management is finding value in its alternative risk premia and quantitative investment strategies allocations for portfolio diversification. “2024 is the fourth year in a row in which ARP vehicles obtain positive returns with decorrelation with traditional assets,” said Laura de Frutos, head of alternative risk premia at BBVA AM in Madrid.