Alternative Risk Premia and Market Drawdowns: A Performance Review

Francesc Naya; Jahja Rrustemi; Nils S. Tuchschmid

doi:10.3905/jbis.2023.1.024

Alternative Risk Premia and Market Drawdowns: A Performance Review

Francesc Naya, Jahja Rrustemi and Nils S. Tuchschmid

The Journal of Beta Investment Strategies jbis.2023.1.024; DOI: https://doi.org/10.3905/jbis.2023.1.024

Francesc Naya

is a scientific collaborator at Haute Ecole de Gestion de Fribourg (HEG-FR) at the University of Applied Sciences and Arts Western Switzerland in Fribourg, Switzerland

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Jahja Rrustemi

is an equity derivatives trader at Grammont Finance SA in Switzerland

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Nils S. Tuchschmid

is a professor of finance and head of the Finance Institute at Haute Ecole de Gestion de Fribourg (HEG-FR) at the University of Applied Sciences and Arts Western Switzerland in Fribourg, Switzerland

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Beta Investment Strategies

Vol. 14, Issue 1

Spring 2023

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Index Investing.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Alternative Risk Premia and Market Drawdowns: A Performance Review

Message Subject (Your Name) has sent you a message from The Journal of Index Investing

Message Body (Your Name) thought you would like to see the The Journal of Index Investing web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Alternative Risk Premia and Market Drawdowns: A Performance Review

Francesc Naya, Jahja Rrustemi, Nils S. Tuchschmid

The Journal of Beta Investment Strategies Jan 2023, jbis.2023.1.024; DOI: 10.3905/jbis.2023.1.024

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Alternative Risk Premia and Market Drawdowns: A Performance Review

Francesc Naya, Jahja Rrustemi, Nils S. Tuchschmid

The Journal of Beta Investment Strategies Jan 2023, jbis.2023.1.024; DOI: 10.3905/jbis.2023.1.024

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search

The Journal of Index Investing

Alternative Risk Premia and Market Drawdowns: A Performance Review

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Alternative Risk Premia and Market Drawdowns: A Performance Review

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected