Bloomberg and Goldman Sachs Asset Management (GSAM) have launched a comprehensive suite of 21 alternative risk-premia benchmark indices. The Bloomberg GSAM Risk Premia Indices, available through the Bloomberg Terminal, represent fully transparent and replicable indices of widely accepted alternative risk-premia styles for liquid, rules-based investment strategies.
These new indices combine Bloomberg’s years of experience in systematic strategies research with the field expertise and research insights from GSAM’s quantitative investment strategies team, as well as valuable feedback from asset owners and consultants. The indices are replicable, transparent and represent investment styles for which there is practitioner consensus, supporting academic research and empirical evidence, and commonly accepted factor definitions.
“As investors increasingly look for alternative sources of returns, we’ve seen more use of alternative risk-premia strategies in investment po