Alternative Risk Premia Investing

In a strict sense, an alternative risk premium is a non-traditional risk premium In practice, alternative risk premia are
systematic risk factors that can help to explain the past returns of diversified portfolios. They may be risk premia in a strict sense, but also market anomalies or common strategies (http://www.thierry-roncalli.com).

Unigestion a boutique asset manager, has posted a research paper by Olivier Blin, Joan Lee, and Jérôme Teiletche, on “some of the practical considerations that should help investors get the most out of their allocation to” alternative risk premia (ARP) strategies.

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