catching up/risk premia investin (Stewart Oldfield, 21 Apr 2017)

Subject: catching up/risk premia investin From: Stewart Oldfield Date: Fri, 21 Apr 2017 13:44:42 -0400 To: Richard Kahn Cc: Vahe Stepanian Rich, I'm just back from 10 days in Maui with a whole set of recommendations for you. You're going to have an awesome time. Do you have time to chat next week about risk premia investing? Think of it as systematic trading to extract risk premia (curve structure, volatility, etc.) across asset classes. Basically what most hedge funds do, but in a mo