Risk premia and smart beta in the press
 |
| 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 and
components in constructing outcome-oriented portfolio positions. […]
Eurekahedge
A subsidiary
of Mizuho Bank, Eurekahedge also provides research, due diligence services, and
investor services. The firm is headquartered in Singapore with offices in New
York and Cebu. Read more: Finalternatives - Dec 18 2015
Mizuho Alternative Investments and Wilshire Funds Management Announce Strategic Alliance to Deliver Factor Based Investment Solutions
The alliance
Mizuho
Alternative Investments, LLC (MAI), an affiliate of Mizuho Financial Group, Inc.
(Mizuho) and Wilshire Funds Management (WFM), the global investment management
business unit of Wilshire Associates Incorporated (Wilshire), announced that
they have entered into a strategic alliance to jointly create, develop,
structure and distribute risk premia investment solutions to institutional
investors and financial intermediaries.
Risk premia strategies
Risk premia
strategies are rules-based investable strategies that are designed to capture
well researched market risk premia (such as carry, momentum, value, volatility,
etc.) across asset classes. […] “Risk
premia strategies have flexible and multi-faceted application in client
portfolios,” Yamaguchi said. “These strategies can be used as building blocks
for investors seeking to generate absolute returns, tilt portfolios toward
specific conditions, increase portfolio resiliency, or smooth returns across
various economic regimes. It is our hope that our risk premia solutions
platform can be a useful tool in helping clients meet their specific investment
needs.”
The synergies
Through
this strategic alliance, the firms will work together to analyze risk premia
strategies, construct investment portfolios and customized solutions, and
implement those strategies. Wilshire’s analytics and risk infrastructure enable
monitoring of risk premia strategy performance and risk down to the underlying
position level. Readmore:
Businesswire, Dec 7th 2015
Comments