Alternative Risk Premia: Crisis or Opportunity?
Also Interesting
- We define and study the alternative risk premia (ARP) universe through four distinct core strategy types: equity neutral, volatility, trend, and macro.
- We believe that a host of underlying drivers, which include rising price volatility, individual factor investing risks, and implementation shortfall, among others, has contributed to the widespread underperformance of ARP strategies in 2018.
- Investors who select investments with robust and straightforward approaches, diversify their exposure across uncorrelated strategies, and appropriately calibrate their shorter-term performance expectations are more likely to exploit the long-term opportunity offered by ARP investing
