New Strategies, Implementation Models In Quants’ Sights As ARP Gets A Rethink

Dec 14, 2020

After several years of lackluster performance, structurers are thinking anew about how best to design alternative risk premia. While a lot of ideas about improving portfolio outcomes with ARP have been circulating for some time, it seems clear that 2020 has given more investors reason to rethink how and where they are using the strategies.

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