- Advertisement -

Related

Special Report: Alternative Risk Premia

- Advertisement -

Stockholm (HedgeNordic) – Investors have always been seeking possibilities of achieving a measure of downside protection, accessing differentiated exposures and identifying truly uncorrelated, complementary sources of return. In addition to conventional ways to modify multi-asset portfolios through the incorporation of liquid alternatives, such as hedge funds and CTAs, there has been an increase in the number of investors seeking newer ways to improve their portfolios. Alternative risk premia is one of the solutions aimed at capturing such diversity in return drivers. And indeed, among the earliest adopters of alternative risk premia strategies included sophisticated institutions, such as the Nordic pension funds.

Alternative risk premia (ARP)  investing has grown in popularity and has become one of the industries buzz terms. But what exactly does it involve, and what should investors look for when considering which alternative risk premia strategies to invest in? In this paper, we touch on the theory behind alternative risk premia as well as discuss some of the practical considerations that should help investors get the most out of their allocation to these innovative investment strategies.

So, is this new kid on the block, alternative risk premia,  a threat to the hedge fund space, possibly a better, cheaper, faster, more transparent return generator – has the market come up with a better mousetrap?

Find out here,  in HedgeNordic´s latest special report, on alternative risk premia.

“Build a better mousetrap, and the world will beat a path to your door.” – Ralph Waldo Emerson, American philosopher  (1803 –1882)

 

 

 

Picture: (c) Ed-Samuel—shutterstock.com

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Kamran Ghalitschi
Kamran Ghalitschi
Kamran has been working in the financial industry since 1994 and has specialized on client relations and marketing. Having worked with retail clients in asset management and brokerage the first ten years of his career for major European banks, he joined a CTA / Managed Futures fund with 1,5 Billion USD under management where he was responsible for sales, client relations and operations in the BeNeLux and Nordic countries. Kamran joined a multi-family office managing their own fund of hedgefunds with 400 million USD AuM in 2009. Kamran has worked and lived in Vienna, Frankfurt, Amsterdam and Stockholm. Born in 1974, Kamran today again lives in Vienna, Austria.

Latest Articles

Simplicity Completes Norron Deal

Three months after announcing the deal, Swedish asset manager Simplicity has completed its acquisition of Norron’s fund management business, taking over the management of...

Rethinking the 60/40 Portfolio

The 60/40 portfolio remains one of investing’s most recognizable conventions, even where few institutional portfolios literally consist of 60 percent equities and 40 percent...

Diversification That Comes From Somewhere Else

Insurance-linked investments offer something increasingly difficult to find in institutional portfolios: return drivers that are fundamentally different from those behind equities and bonds. At...

Reinforce, Don’t Replace: Carrying the 60/40 Through the Fragile Decade

By Steven Braun at Newfound Research and Return Stacked® Portfolio Solutions: Despite its ambiguous origins, the 60/40 remains the default portfolio for investors approaching...

Varma: Practical Considerations for Embracing a Total Portfolio View

Finland’s Varma is one of several large Nordic asset owners that has been moving towards a more holistic view of the portfolio – some...

Thinking Outside the 60/40 Box: How Active and Dynamic Commodities Can Complement Bonds

Bonds helped investors to diversify equity between about 2000 and 2021, which more than covers the entire career of many allocators. Since 2022 bonds...

Allocator Interviews

- Advertisement -

Voices

Request for Proposal

- Advertisement -