Alternative risk premia what do
Found 5 free book(s)Alternative Risk Premia: What Do We Know? - Thierry Roncalli
www.thierry-roncalli.comAlternative Risk Premia: What Do We Know? equity space, the capital asset pricing model has been supplemented by a ve-factor model, which is based on size, value, momentum, low beta and quality risk …
A Primer on Alternative Risk Premia - Thierry Roncalli
www.thierry-roncalli.comA Primer on Alternative Risk Premia Summary 1 In the CAPM, there is a single risk premium. It is equal to the excess return of the market portfolio with respect to the risk free asset.
The Theory of Exchange Rate Determination
www.nber.org14 Michael Mussa An alternative asset price model of the exchange rate emerges (in sec. 1.5) from a reduced-form expression of the condition of balance of pay- ments equilibrium that is derived from an extended version of the standard
W57563 Guide to Illiquid Credit - mandg.co.uk
www.mandg.co.uk3 William Nicoll Co-Head of Alternative Credit, Fixed Income Welcome As investment banks have retreated from the provision of finance to large swathes of the economy so the opportunity
Onshore spread and swap spread: Chilean money market ...
www.bis.orgOnshore spread and swap spread: Chilean money market liquidity indicators . Felipe Alarcón. 1. and Nicólas Malandre. 2. Introduction . Over the last few years, the Chilean derivatives market has reached a greater level of