The document presents a comparison of correlations between Long Only Risk Premia and Relative Performance Risk Premia, highlighting significantly lower correlations in the latter. It includes correlation tables for both types of risk premia.
documents/vol00010-efta01364476-pdf.pdf
{"document_type":"tabular","key_locations":["Bloomberg"],"document_subtype":"financial analysis","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0055016","SDNY_GM_00201200","EFTA01364476"]}