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Showing posts from December, 2015

Risk premia and smart beta in the press

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Le Cirque Rouge et Bleu (1973) - Marc Chagall Eurekahedge Launches New Benchmark Index for Systematic Risk Premia Strategies A new Multi-Factor Risk Premia Index Alternative investments research and data provider Eurekahedge has launched a new index for use in exploring opportunities in factor based investing.  A partnership with world’s largest banks The new Eurekahedge Multi-Factor Risk Premia Index is comprised exclusively of systematic risk premia strategies developed by some of the world's largest banks, and is designed to provide a broad measure of the performance derived from a diversified portfolio of systematic drivers of risk and return across asset classes. […] Hedging and active management of specific exposures Risk premia strategies are often used by sophisticated financial institutions and alternative asset managers as completion strategies, hedging strategies an...