Europe EQD: Thoughtful ARP Portfolio Design Matters - Barclays’ Jivraj

Construction of alternative risk premia portfolios was the main theme of Barclays’ presentation at the third annual Europe EQD volatility and ARP conference in Barcelona on Tuesday, January 29. Farouk Jivraj, head of QIS research at Barclays, said a well-constructed portfolio could help mitigate risks, particularly in light of the poor performance noted in 2018 among a number of factors. Jivraj noted there were six key points to a well-constructed portfolio, which may contradict many assumptions already in use by many portfolio managers.