Joan Lee

Unigestion

8c, avenue de Champel CP 387

CP 387

Genève 12, CH 1211

Switzerland

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Alternative Risk Premia Timing: A Point-in-Time Macro, Sentiment, Valuation Analysis

Forthcoming in Journal of Systematic Investing
Number of pages: 35 Posted: 28 Sep 2018 Last Revised: 20 Jan 2021
Unigestion SA, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Unigestion and WORLD BANK
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Citation 4

Abstract:

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Alternative Risk Premia, Carry, Trend-Following, Momentum, Equity Factors, Risk-Based Investing, Macro Regimes, Asset Allocation