Alternative risk premia quantitative strategies put to the test (Opinion piece)

⚠️Automatic translation pending review by an economist.

Sébastien Cabrol, an economist at BSI Economics, recently published an opinion piece inAGEFI.

He explains in detail the underperformance of APR (Alternative Risk Premia) strategies in 2020.

Read the article on the AGEFI website by clicking here.

04/10/2021

L'auteur

Sébastien Cabrol

Sébastien Cabrol holds a PhD in Economics from Paris-Dauphine University, and is a portfolio manager and finance lecturer in the BFA master's program at Paris-Dauphine University. Previously, Sébastien worked as a fund manager at Lyxor AM and as a financial engineer at Société Générale and Deutsche Bank. His research interests focus on economic and financial crises, the impact of monetary policy, financial markets and absolute return strategies.

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