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gptkbp:instanceOf
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Investment Strategy
|
|
gptkbp:academicBasis
|
gptkb:Carhart_Four-Factor_Model
gptkb:Fama-French_Three-Factor_Model
Academic Factor Models
|
|
gptkbp:aimsTo
|
gptkb:Harvest_Risk_Premia
|
|
gptkbp:appliesTo
|
Commodities
Equities
Fixed Income
Currencies
|
|
gptkbp:bench
|
gptkb:Bloomberg_Barclays_Risk_Premia_Index
gptkb:HFRX_Systematic_Risk_Premia_Index
gptkb:SG_Multi_Alternative_Risk_Premia_Index
|
|
gptkbp:contrastsWith
|
Alpha Strategies
Traditional Beta
|
|
gptkbp:goal
|
Diversification
Risk Reduction
Return Enhancement
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
Risk Premia Strategies
|
|
gptkbp:includes
|
Carry Premium
Equity Risk Premium
Momentum Premium
Quality Premium
Size Premium
Value Premium
Volatility Premium
|
|
gptkbp:method
|
Leverage
Derivatives
Long/Short Positions
Systematic Rules
|
|
gptkbp:monitors
|
gptkb:Drawdown
gptkb:Sharpe_Ratio
Correlation
Volatility
|
|
gptkbp:popularizedBy
|
gptkb:AQR_Capital_Management
Academic Research
|
|
gptkbp:regulates
|
gptkb:ESMA_(for_EU_funds)
gptkb:SEC_(for_US_funds)
|
|
gptkbp:relatedTo
|
Alternative Investments
Factor Investing
Systematic Investing
|
|
gptkbp:riskFactor
|
Liquidity Risk
Crowding Risk
Execution Risk
Model Risk
Tail Risk
|
|
gptkbp:usedBy
|
gptkb:Hedge_Funds
gptkb:Asset_Managers
Institutional Investors
|
|
gptkbp:bfsParent
|
gptkb:Risk_Premia_Fund
|
|
gptkbp:bfsLayer
|
7
|