The document discusses the implementation of factor research in equities, comparing long-only and long/short strategies. It highlights how long-only strategies are correlated with traditional market risk, while long/short strategies isolate factor exposure and provide diversification. Charts show correlations to MSCI World for different strategies over time.
documents/vol00010-efta01364395-pdf.pdf
{"title":"Risk Premia Implementation: Isolating Alternative Beta","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0054928","SDNY_GM_00201112","EFTA01364395"]}