The AQR Alternative Risk Premia Fund seeks positive absolute returns. The Fund pursues its investment objective by aiming to provide exposure to five separate investment styles (Styles) as value, momentum, carry, defensive and trend using both long and short positions within the following asset group...
AQR Alternative Risk Premia Fund N price and volume Combination chart with 2 data series. Chart represents AQR Alternative Risk Premia Fund N price and volume over 1Y period The chart has 2 X axes displaying Time, and Time. The chart has 2 Y axes displaying symbol price, and symbol volume...
Alternative risk premia (ARP) are designed to provide low-cost exposures to long-short risk premia often embedded in hedge fund returns. This article describes the performance of the ARP market in the form of bank-provided total return swaps, which are investable strategies that provide after-...
Tail risk in the cross section of alternative risk Premia. The Journal of Portfolio Management 45: 93–105. Google Scholar Boyson, Nicole M., Christof W. Stahel, and René M. Stulz. 2010. Hedge fund contagion and liquidity shocks. Journal of Finance 55: 1789–1816. Google Scholar ...
Investors yanked some CHF900 million from the GAM Systematic Core Macro and GAM Systematic Alternative Risk Premia strategies, while market and FX movements wiped off another CHF700 million from the business. GAM Systematic manages an assortment of quantitative hedge fund and long-only investment s...
DEUTSCHE BACKS RISK UREMIA AS A HEDGE FUND ALTERNATIVE Team of the month As investors look for more uncorrelated sources of return, alternative risk premia strategies are growing in popularity. BBVA Asset Management recently completed what was claimed to be the largest risk premia trade of its kind...
See holdings data for GMO Alternative Allocation Fund (GAAGX). Research information including asset allocation, sector weightings and top holdings for GMO Alternative Allocation Fund.
The Alternative Strategies Fund now has a ten-year record, and it has achieved the highest risk-adjusted performance since inception (based on Sharpe ratio) in its category. Is strong risk-adjusted performance your primary focus? In creating theAlternative Strategies Fund, we sought to build a ...
Examples for this "how much" question are the incorporation of liquid alternative assets in the form of hedge funds or alternative risk premia in a ... B Scherer - 《Journal of Asset Management》 被引量: 0发表: 2021年 Development of the Fiscal Consolidation of Local Budgets of Regional Leve...
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