ARP Portfolio Construction In Spotlight As Industry Develops

Investors’ quest for diversification has spurred much of the development of the alternative risk premia industry. Historically, however, much of the research into ARP strategies has been confined to the factors themselves, with less attention given to building ARP portfolios. At the fourth annual Global EQD conference in Las Vegas in May, presenters offered new frameworks for looking at portfolio construction. Elinor Comlay reports.