The Alternative Risk Premia Report Is Live!
Oct 8, 2017
The EQDerivatives Alternative Risk Premia Report has been published! We’ve partnered with the leading participants active in alternative risk premia globally to provide a definition of the asset class, its use, its purpose, the challenges in applying it in a portfolio context and the benefits it provides in changing market conditions over a long-term horizon. The aim is not to outline whether to be overweight or underweight a specific premia over the next week, month or year, nor is it to set out the latest quantitative techniques currently under development. This report instead serves as a white paper for new entrants considering alternative risk premia (ARP) for effective portfolio construction, as well as for those investors already engaged with the asset class and seeking information on how their peers and counterparties are growing their exposure. In the report, structurers and portfolio managers will set out why there is a lack of diversification available in traditional alternatives, the case for alternative risk premia and how it can be used to create an outcome-oriented portfolio. There is also a focus on live vs backtested performance of investment bank alternative risk premia strategies, and where investors are growing their exposures, such as in cross-asset strategies. End-investors from all corners of the globe feature heavily in the report. In these profiles, senior officials from leading institutional investors set out their approach to alternative risk premia, how they define ARP, ways they evaluate and stress test strategies and what opportunities for expansion they see in the space moving forward. Visit http://eqderivatives.com/alternative-risk-premia-report to view the content of the report.
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