Statements (32)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
investment strategy
|
| gptkbp:appliesTo |
commodities
equities fixed income currencies |
| gptkbp:contrastsWith |
alpha strategies
market beta |
| gptkbp:example |
size premium
value premium carry premium liquidity premium momentum premium quality premium volatility premium |
| gptkbp:goal |
capture systematic sources of return
|
| https://www.w3.org/2000/01/rdf-schema#label |
Harvest Risk Premia
|
| gptkbp:method |
quantitative strategies
factor investing |
| gptkbp:relatedTo |
risk premia
alternative risk premia |
| gptkbp:requires |
risk management
diversification |
| gptkbp:riskFactor |
liquidity risk
model risk tail risk drawdown risk |
| gptkbp:studiedBy |
academics
institutional investors asset managers |
| gptkbp:usedIn |
asset management
|
| gptkbp:bfsParent |
gptkb:Risk_Premia_Fund
|
| gptkbp:bfsLayer |
7
|