Risk premia
Taking aim at efficient market theory
Winton founder David Harding slams ‘weak’ theoretical basis for alternative beta
Buy-side risk managers doubt own liquidity metrics
Risk Hedge Europe attendees say they lack formal measures of liquidity
Risk premia providers claim Brexit success
Index providers say strategies passed critical test convincingly
Where the smart money is
Sponsored Q&A: Jane Street, Societe Generale CIB, WisdomTree Europe
Liquidity obsession 'irrational', says UK rail pension head
Chief executive of railways pension group says cost controls more important
Dealers fear death of dividend risk premia strategy
Shrinking dividend futures premium hurting investors
Overcrowding puts low volatility indexes under pressure
Inflows increasing correlations and reducing performance, say traders
Commodity premia: It’s all about risk control
Strategies based on commodity risk premia can be rewarding – but beware common pitfalls
Isolating a risk premium on the volatility of volatility
Lorenzo Ravagli shows how to exploit a risk premium embedded in the vol of vol in out-of-the-money options
Best in Spain: Commerzbank
New payoffs and underlyings enhance yield opportunities
Equity derivatives house of the year: Societe Generale
Market-leading business up 61% year-on-year in Q2
Best bank, equity risk: Societe Generale
SG wins with jumbo trades and product innovation
Former Investcorp CIO launches alternative risk premium firm
ARP Investments offers cut-price exposure to popular hedge fund strategies
Institutional investor of the year: Dow Chemical Pension Plans
Fund’s decision to embrace risk premia strategy pays off
Tail risk premiums versus pure alpha
Tail-risk skewness, rather than volatility, is correlated with risk premiums
Expected drawdown parity tackles tail risk
GAM portfolio construction offers alternative to backward-looking methods
Sponsored feature: Royal Bank of Scotland
Efficient hedging – Using market distortion to your advantage
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Qantas’s head of risk: hedging programme is too conservative
Qantas Airways’ head of risk believes the company could take more risks within its hedging programme
S&P launches indexes to measure risk premiums between asset classes
Standard & Poor's has launched four indexes to measure risk premiums, which have gained a lot of interest from product providers.
E&P energy company premiums likely to rise
Energy exploration and production (E&P) companies face increased cost risks as insurance premiums could rise, following BP’s Gulf of Mexico oil spill, which forced reinsurance firms, such as Germany’s Munich Re, to shell out hefty payments