Fri, Apr 19, 2019
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

Eurekahedge launches new benchmark Eurekahedge Multi-Factor Risk Premia Index

Friday, December 18, 2015
Opalesque Industry Update - Eurekahedge, an alternative fund data provider and a research house, has announced the launch of the Eurekahedge Multi-Factor Risk Premia Index. The index is comprised exclusively of systematic risk premia strategies developed by some of the world's largest banks, and designed to provide a broad measure of the performance derived from a diversified portfolio of systematic drivers of risk and return across asset classes.

The index was created to meet the demand of institutional investors seeking to explore opportunities in factor based investing. Eligible constituents are pre-screened quantitative risk premia strategies managed by large banks with favourable credit ratings and a robust offering of such strategies.

As the flagship index in Eurekahedge's new series of factor based indices, the index is currently used as a benchmark for certain risk premia portfolios managed by Wilshire Associates and Mizuho Alternative Investments, LLC.

Masanobu Yamaguchi, CEO of Mizuho Alternative Investments, said, "There has been a growing application of factor based investing in institutional portfolios as investors are increasingly looking through asset classes to assess and manage the underlying aggregate drivers of risk and return. One of the appeals of quantitative risk premia strategies is that such strategies can be used as portfolio building blocks in many flexible ways across various economic regimes."

Jason Schwarz, President of Wilshire Funds Management, said, "We see continued demand from institutional investors for liquid and transparent investment solutions. Risk premia strategies are increasingly being used by large institutions, asset managers and financial intermediaries as completion strategies, hedging strategies and components in constructing of outcome oriented investment solutions."

Alexander Mearns, CEO of Eurekahedge said, "We are excited to provide our clients with access to the Eurekahedge Multi-Factor Risk Premia Index, a benchmark and a tool to assist institutional investors in the practical application of risk premia investing."

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Institutional Investors: Here's how much public pensions are in the hole by per U.S. resident, Swedish pension giant awards $1.5bn PE mandate, CalSTRS on lookout for private equity investment consultants, Baltimore Fire & Police commits to LaSalle value-added real estate fund, US, European institutional investors plan to pile into China's capital markets, survey finds[more]

    Here's how much public pensions are in the hole by per U.S. resident From Value Walk: A lthough some government agencies have demonstrated a desire to deal with the pension crisis, the problem of unfunded liabilities continues to get worse year after year. A new report pegs U.S. public pe

  2. YieldStreet acquires Carlyle-backed Athena for $170m to add art financing to its alternative investment platform[more]

    Laxman Pai, Opalesque Asia: Yieldstreet, a closely held digital wealth management platform, acquires Athena Art Finance from Carlyle Group and co-investors in a deal valued at $170m. With this acquisition, YieldStreet, which raised $62m in February to further open to a wider base of investors

  3. Europe: KKR strikes hedge fund gold with British billionaire pair, Net outflows continue at Swiss asset manager GAM, Swiss fintech launches hedge fund platform, Cash-flush buyout firms target Europe in take-private scramble[more]

    KKR strikes hedge fund gold with British billionaire pair From Bloomberg: A pair of 200-year-old wooden elephants adorn the London lobby of one of the financial world's biggest beasts. The carvings guard the Chelsea office of fast-growing $39 billion hedge fund Marshall Wace. Co-foun

  4. Performance: BlueMountain was one of the biggest losers of the first quarter[more]

    From Institutional Investor: BlueMountain Capital Management - the hedge fund firm fighting a proxy battle over the future of bankrupt California power company PG&E - has another problem.Its main fund, BlueMountain Credit Alternatives, is down 4 percent for the year through April 5, according to HSB

  5. Opalesque Exclusive: Alternative UCITS trends: asset outflow and growth in quant strategies[more]

    B. G., Opalesque Geneva: The market for alternative UCITS, the more hedge fund-type of UCITS funds, has doubled since 2008, but underwent its first outflow since then in 2018. According to LuxHedge's database, it now stands at €400bn ($452bn), with about 1,400 funds. Despite the outflo