Αποτελέσματα Αναζήτησης
In this paper, we seek to introduce the concept of alternative risk premia, explain how investors can access them, and present the potential benefits and drawbacks associated with them. The concept underlying alternative risk premia is the potential reward to an investor for taking on some form of risk.
20 Ιουλ 2021 · From an asset pricing perspective, a risk premium reflects compensation for non-diversifiable risk, for returns correlated with consumption growth (poor performance that hinders investor desire to smooth consumption), and for tail risk (insurance provision).
A risk premium compensates investors for taking risk that cannot be hedged or diver - sified. Traditionally, we consider that they are two main risk premia: a long exposure to equities and a long exposure to bonds(1). This result is at the core of the multi-asset management industry and the strategic asset allocation of institutional investors.
call Alternative Risk Premia (ARP) or “Styles.” ARP are disciplined, systematic methods of investing that have the ability to produce long-term positive returns across markets and asset groups.
12 Απρ 2024 · Hedge funds are actively managed funds focused on alternative investments that commonly use risky investment strategies. A hedge fund investment typically requires accredited...
6 Σεπ 2021 · Alternative risk premia (ARP) provide access to the long–short risk premia that drive hedge fund performance. ARP are growing in popularity because they offer investors exposure without having to pay the high fees usually attached to hedge funds.
31 Αυγ 2023 · Hedge funds are versatile investment vehicles that can use leverage, derivatives, and take short positions in stocks. Because of this, hedge funds employ various strategies to try to...
