EFTA Document EFTA01364390

What is Risk Premia / Alternative Beta? - A premium generated for taking a certain type of risk. - Persistent source of return that can be accessed systematically, also referred to as a Risk Premium or Alternative Beta. - Some risk premia represent simple exposure to the excess return of an asset class, such as the Equity Risk Premium or the Credit Risk Premium - these are the "traditional" risk premia. - Others represent systematic investment in assets with certain characteristics, or tra