Hedge Funds vs. Alternative Risk Premia

Update: 2021-09-06

Description

This is a summary of “Hedge Funds vs. Alternative Risk Premia,” by Philippe Jorion, published in the Fourth Quarter 2021 issue of the Financial Analysts Journal.

Comments

In Channel

Editor's Snapshot, Financial Analysts Journal, Fourth Quarter, 2021, Vol. 77 No. 4

2021-10-1507:20

ESG Rating Disagreement and Stock Returns

2021-09-2305:59

Capital Market Liberalization and Investment Efficiency: Evidence from China

2021-09-2206:10

Tax-Loss Harvesting: An Individual Investor’s Perspective

2021-09-2106:14

Index + Factors + Alpha

2021-09-1005:51

Hedge Funds vs. Alternative Risk Premia

2021-09-0605:02

Boosting the Equity Momentum Factor in Credit

2021-08-3004:39

Editor's Snapshot, Financial Analysts Journal, Third Quarter, 2021, Vol. 77, No. 3

2021-07-1507:23

To Bundle or Not to Bundle? A Review of Soft Commissions and Research Unbundling

2021-06-2306:58

Hedge Fund Performance: End of an Era?

2021-06-1104:55

Predicting Bond Returns: 70 Years of International Evidence

2021-05-2406:00

Volmageddon and the Failure of Short Volatility Products

2021-05-2103:34

Chinese and Global ADRs: The US Investor Experience

2021-05-1905:11

Decarbonizing Everything

2021-05-1004:19

Risk Mitigation of Corporate Social Performance in US Class Action Lawsuits

2021-04-2006:19

Retirement Income Sufficiency through Personalised Glidepaths

2021-04-2005:09

Identifying Hedge Fund Skill by Using Peer Cohorts

2021-04-2004:36

Maturity-Matched Bond Fund Performance

2021-04-2004:59

Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading

2021-04-2004:24

Equity Investing in the Age of Intangibles

2021-04-2003:50

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Hedge Funds vs. Alternative Risk Premia

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Hedge Funds vs. Alternative Risk Premia

Hedge Funds vs. Alternative Risk Premia