Focus

Alternative Risk Premia: Introduction

 

Alternative risk premia tend to be the core drivers of return for a range of alternative strategies. In this video, we describe the evolution of these premia, their potential to diversify, and why they may represent a better core allocation for alternative portfolios.

 

Volatility Risk Premium Q&A

AQR Principal Roni Israelov answers questions about the volatility risk premium (VRP), including how it is similar to other alternative risk premia and how AQR implements it.

This information is for informational purposes only and not intended to, and does not relate specifically to any investment strategy or product that AQR offers. It is being provided merely to provide a framework to assist in the implementation of an investor’s own analysis and an investor’s own view on the topic discussed herein.

Past performance is not a guarantee of future results. Diversification does not eliminate the risk of experiencing investment loss.