Rayann Hamdan

Lyxor Asset Management

Paris

France

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 27,318

SSRN RANKINGS

Top 27,318

in Total Papers Downloads

2,140

SSRN CITATIONS
Rank 43,242

SSRN RANKINGS

Top 43,242

in Total Papers Citations

2

CROSSREF CITATIONS

14

Scholarly Papers (1)

1.

A Primer on Alternative Risk Premia

Number of pages: 123 Posted: 04 May 2016 Last Revised: 26 Jun 2016
Lyxor Asset Management, Lyxor Asset Management, Amundi Asset Management and Ecole Polytechnique
Downloads 2,140 (8,264)
Citation 17

Abstract:

Loading...

Alternative Risk Premium, Factor Investing, Skewness Risk Premium, Market Anomaly, Risk Factor, Carry, Event, Growth, Liquidity, Low Beta, Low Volatility, Momentum, Quality, Reversal, Value, Short Volatility, Size, Skewness, Drawdown, Option Profile, Alternative Beta, Hedge Funds