Alternative Risk Premium Factors

In a previous post (Identifying Alternative Risk Premium Factors), we outlined how bank risk prima can be used to construct common alternative risk factors that contain largely orthogonal information. These risk factors are based on ...
Read more
8 min read

Most popular

How Hedge Funds Are Really Using Generative AI — And Why It Matters for Manager SelectionStructured Credit: Why SRT and CLO Are Different GamesHedge Funds, Repos, and the Hidden Plumbing of LeverageNAV Lending: Liquidity Tool or Leverage Trap in Private Markets?The Rise of PIK: A Double-Edged Sword for Private CreditThe 27 Biggest ODD Failures That Shook Finance

Identifying Alternative Risk Premium Factors

Why Do We Need (New) Risk Factors? In determining a fund’s ability to generate alpha, or in evaluating a fund’s market risk, the sensitivity of the fund to risk factors is usually considered. In 2004, Fung and Hsieh proposed to measure a ...
Read more
5 min read

Fund Uniqueness

How Unique Is My Investment? When making an investment decision, it is important to assess the attractiveness of a potential investment not only on its own, but also in relation to the existing portfolio. The ideal investment offers an ...
Read more
7 min read

Resonanz insights in your inbox...

Get the research behind strategies most professional allocators trust, but almost no one explains.

First Prev3 / 3