Alternative risk premia: six reasons to be careful20180919112717
Alternative risk premia: six reasons to be careful
In this recent article in HFM Week, Andrew Beer offers six reasons why popular alternative beta strategies are more attractive in theory than practice.Alternative risk premia: six reasons to be carefulExcerpt:Over the past several years, the hot topic among allocators has been whether ‘alternative r...
Do ‘trend’ risk premiums explain CTA performance?20180306134540
Do ‘trend’ risk premiums explain CTA performance?
Included below is a link to Andrew Beer's most recent article in P&I, which was featured in today's Industry Voices section.This article entitled, "Do Trend Risk Premiums Explain CTA's Performance?", provides an insightful look at the performance of recent attempts to replicate CTA performance t...