The first half of 2022 saw Alternative Risk Premia (ARP) strategies deliver—at last— meaningful positive returns during an equity market downturn. This result is of major significance for a group

Last year saw Alternative Risk Premia (ARP) strategies recoup a substantial proportion of the losses endured during 2020—an annus horribilis during which the bfinance ARP manager composite lost

The see-sawing stock markets of 2018-19 provide an interesting window in which to examine the performance of “diversifying strategies.”

After a troubled 2018, 2019 proved to be a far better year for hedge funds and alternative risk premia. Yet the “diversification” question remains top-of-mind – and problematic.

The latest edition in bfinance’s biennial Investment Management Fees series. New analysis highlights areas where investors may be able to benefit from pricing trends, with ESG/Impact at the

This year has been something of a rollercoaster for traditional markets, particularly equities, following a period of sustained low volatility and positive returns.

In a rocky round-trip, January saw trend-following and equity-focused strategies soar while February brought sizable losses for many trend-following and short volatility factors.

The latest edition in bfinance’s biennial Investment Management Fees series. New analysis highlights areas where investors may be able to benefit from pricing trends, with ESG/Impact at the

When implementing an allocation in the rapidly-growing alternative risk premia (“alternative beta” sector, a great deal can fall through the cracks between theory and practice.