Alternatively weighted risk premium indexes gain momentum

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

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