Risk Premia Solution (Tazia Smith a, 07 Dec 2017)

Subject: Risk Premia Solution... From: Tazia Smith a> Date: Thu, 07 Dec 2017 09:37:12 -0500 To: Gene Lynch Cc: Stewart Oldfield Xavier Avila Martin Zeman Joshua Shoshan Davide-A Sferrazza Vahe Stepanian Alison-T Sinicropi Good Morning Gene - Recall our risk premia discussions from earlier this year. I appreciate that Bill had 'pressed pause' on the alternative beta and market-neutral replacement conversation, but my colleagues have solved for a note implementation solution - cusip