Kari Vatanen

Veritas Pension Insurance

Pohjoisesplanadi 35Aa

Helsinki, 00100

Finland

http://www.veritas.fi

SCHOLARLY PAPERS

4

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Top 40,414

in Total Papers Downloads

2,374

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

A Framework for Risk Premia Investing: Anywhere to Hide?

Number of pages: 29 Posted: 22 Mar 2019 Last Revised: 05 Sep 2019
Kari Vatanen and Antti Suhonen
Veritas Pension Insurance and Aalto University School of Business
Downloads 1,208 (33,568)
Citation 1

Abstract:

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Factor Investing, Alternative Beta, Smart Beta, Risk Premia, Style Investing, Quantitative Investment Strategies, Portfolio Construction, Asset Allocation, Momentum, Trend, Value, Carry, Volatility, Quality, Low Beta

2.

A Framework for Risk Premia Investing

Number of pages: 8 Posted: 21 Dec 2017
Kari Vatanen and Antti Suhonen
Veritas Pension Insurance and Aalto University School of Business
Downloads 1,083 (39,260)

Abstract:

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Factor Investing, Alternative Beta, Smart Beta, Risk Premia, Style Investing, Quantitative Investment Strategies, Portfolio Construction, Asset Allocation, Anomaly, Quality, Value, Carry, Volatility, Momentum, Low Beta

3.

Risk-Based Classification of Financial Instruments in the Finnish Statutory Pension Scheme TyEL

Bank of Finland Research Discussion Paper No. 9/2010
Number of pages: 38 Posted: 06 May 2010
Confederation of Finnish Industries, Varma Mutual Pension Insurance Company and Veritas Pension Insurance
Downloads 83 (562,208)

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Bayesian methods, classification, solvency, non-Gaussian return distributions, TyEL, occupational pension scheme

4.

Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

The Journal of Portfolio Management (Forthcoming)
Posted: 30 May 2023 Last Revised: 11 Dec 2023
Antti Suhonen and Kari Vatanen
Aalto University School of Business and Veritas Pension Insurance

Abstract:

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Alternative Beta, Alternative Risk Premia, Style Premia, Factor Investing, Investment Strategies, Portfolio Diversification