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BAML Cross Asset Risk Premia Conference

2018-05-22

  • Bank of America Merrill Lynch London
  • 2 King Edward Street, EC1A 1HQ

European Performance Awards 2018

2018-03-04

  • European Performance Award 2018

Global Fund Awards 2018

2018-03-02


FundsPeople.com

2018-03-20

  • Il 70% dell’alpha è generato da Risk Premia.
  • Article about Risk Premia for Funds People Italy.
  • Read the article

Factor Investing

2013, A. Ang

  • Practical case study. Most of the performance of the active management sleeve of the Norwegian Government Pension Fund can be explained by implicit exposure to systematic factors. The Author show that this factors could have been collected cheaply following a a top-down approach of factor investing.
  • Read the article

Investing with Style

2012, A. Illmanen, R. Israel and T. J. Moskowitz

  • Four intuitive strategies -Value, Momentum, Carry and Defensive- when applied together on liquid instrument can deliver positive long-term returns with a low correlation with traditional asset classes.
  • Read the article

Expected Returns on Major Asset Classes

2012, A. Illmanen

  • A self-contained and didactic introduction to the drivers of expected returns among all asset classes with a particular emphasis given to Risk Premia.
  • Read the article

Focus

Factor Investing

2013, A. Ang

  • Practical case study. Most of the performance of the active management sleeve of the Norwegian Government Pension Fund can be explained by implicit exposure to systematic factors. The Author show that this factors could have been collected cheaply following a a top-down approach of factor investing.
  • Read the article

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