Ten commandments for alternative premia investing

What to watch out for when constructing alternative premia portfolios

Stone tablets

Luc Dumontier is head of factor investing and senior portfolio manager at La Française Investment Solutions in Paris

In a previous article, the author addressed the conditions in which alternative premia solutions can generate consistent positive returns and those that can lead to big drawdowns. Here he sets out 10 commandments for investors looking to construct a robust premia portfolio with stable performance.

1. Go beyond the academic

Most factor investing strategies whether long-only (

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: