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Alternative Risk premia are essential to understand the concept of diversification and renew traditional asset allocation. As smart beta and factor investing have dramatically changed equity investing, alternative risk premia will highly impact the landscape of strategic asset allocation, multi-asset management and alternative investment.
Co-Head of Quantitative Research
Factor investing is currently very popular among investors. This investment approach was developed following the publication of a report by Ang, Goetzmann and Schaefer (2009), who were asked to evaluate the performance of active management for Norway’s sovereign fund.
Marie BRIERE, Alessandro RUSSO, CFA, Eric TAZE-BERNARD