Publications

Other - SEPTEMBER 16, 2020

To read this full article you need to be subscribed to Newsline.

Sign in Sign up for a FREE subscription

Bloomberg and Goldman Sachs Asset Management launch alternative risk-premia indices

by Released

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

Forgot your username or password?

We use cookies and other tracking technologies to personalize your user experience on our site and perform site analytics. By clicking on “I accept”, you consent to our Privacy Policy.