The document discusses the implementation of risk premia strategies, specifically focusing on isolating alternative beta in equities. It compares long-only and long/short 'relative performance' strategies, highlighting their correlation to the MSCI World index. The document includes charts showing rolling 1-year correlations for different strategies (Value, Quality, Low Beta, Momentum) from Feb 2003 to Feb 2013.
documents/vol00010-efta01364475-pdf.pdf
{"document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0055015","SDNY_GM_00201199","EFTA01364475"]}