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Insights

A true long-term perspective on alternative risk premiums
A true long-term perspective on alternative risk premiums
Alternative risk premium (ARP) solutions have shown significant performance dispersion over the past two years.
19-11-2019 | Insight
If you have said A, you must also say B: calculating diversified asset returns
If you have said A, you must also say B: calculating diversified asset returns
Evaluating assets based on their returns, individually, is one thing.
10-08-2017 | Research
Uncovering the trend-following strategy
Uncovering the trend-following strategy
Trend-following strategies appear to be widely applied in currency markets.
15-11-2004 | Research
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