Rayann Hamdan

Lyxor Asset Management

Paris

France

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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
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Citation 14

Abstract:

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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