The document presents a correlation analysis of Risk Premia compared to traditional asset classes over time, highlighting their role as diversifiers during market stress. It includes a 3-year rolling average correlation to equities from 1992 to 2015.
documents/vol00010-efta01364422-pdf.pdf
{"title":"Risk Premia Correlation Analysis","document_type":"tabular","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0054958","SDNY_GM_00201142","EFTA01364422"]}