CICC looks to China assets for alt risk premia boost

Source of diversification can be found in yuan-denominated assets, says fund’s quant head

Shanghai from the air

As alternative risk premia strategies struggle globally, China International Capital Corporation’s asset management unit is turning to mainland assets in a bid to reduce correlation and potentially enhance returns.

For its maiden alt risk premia fund, the Hong Kong-based arm of the firm intends to allocate 10–20% of investments to onshore China assets by March from nothing now, says Qilong Zhang, head of quantitative strategies at CICC Hong Kong Asset Management. The $49 billion manager says

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