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White Paper

Understanding Alternative Risk Premia

March 13, 2018 - Ing-Chea Ang Sarah Jiang Thomas Maloney

With its many potential benefits, including generally low-to-no correlation to a traditional 60/40 or hedge fund portfolio, we believe an ARP strategy may serve as a core alternative solution in investors’ portfolios.

Journal Article

Craftsmanship Alpha: An Application to Style Investing

December 31, 2017 - Ronen Israel Sarah Jiang Adrienne Ross

What may seem like inconsequential design decisions can actually matter a lot for style portfolios. In fact, the skillful targeting and capturing of style premia may constitute a form of alpha on its own—one we refer to as “craftsmanship alpha.”