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HFR Launches New Risk Premia Indices

HFR has launched a new series of risk premia indices. The HFR Bank Systematic Risk Premia Indices includes 40 indices efficiently delineated along a nested matrix of established risk premia asset type and strategy. The indices have been launched in response to the surge in interest in risk premia opportunitioes from both institutional and retail investors as a result of high liquidity and flexible tactical exposures. The universe of bank risk premia strategies surpassed $700 billion in notional capital in 2018 and leverages a universe of over 1,200 risk premia products, as reported by HFR. Jermoe Abernathy is leading the project. He said: “Investors...