Alternatively weighted risk premium indexes gain momentum

safetynet
Playing it safe

As risky stocks continue to be scrutinised by investors, alternatively weighted risk premium indexes, designed to outperform market-capped indexes by investing in the least volatile stocks, have been attracting institutional investors.

In a white paper published by BNP Paribas Investment Partners (BNPP IP) in December 2011, Demystifying equity risk-based strategies, investors were urged to “to check carefully the correlation of their excess returns over the market-capped indexes, their overlap a

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 indvidual account here: