The document discusses the motivation for isolating risk premia, highlighting that correlations between relative performance risk premia are significantly lower than among long-only risk premia. It includes correlation tables for both long-only and relative performance risk premia.
doj/DataSet10/EFTA01387439.pdf
{"title":"Risk Premia Implementation","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0090043","SDNY_GM_00236227","EFTA01387439"]}