| Autor: |
Gorman, Stephen A., Fabozzi, Frank J. |
| Předmět: |
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| Zdroj: |
Journal of Asset Management; Oct2021, Vol. 22 Issue 6, p391-404, 14p |
| Abstrakt: |
Alternative risk premium (ARP) has experienced significant growth as an investment category in recent years. While considerable educational efforts accompanied this growth, gaps and misunderstandings persist. This paper provides a detailed definition of and contextualization of ARP as well as a comprehensive review of its academic roots, explaining that ARP sits at the confluence of decades of research on empirical anomalies, hedge fund replication, multi-factor models and data snooping. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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