Why alt risk premia strategies are still worth considering
Despite growing scepticism about the performance of alternative risk premia across the world, advocates argue the asset class still has a role to play in portfolios.
Following heavy losses on alternative risk premia (ARP) strategies investors have grown increasingly sceptical of such investments. But some asset managers and owners say these types of investments still have a role to play in portfolios, depending on the risk factors they incorporate and how they are combined.
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