Alternative Risk Premium Fund Analysis
研究了2018至2020年间多元化另类风险溢价基金表现显著低于预期的原因，利用专有统计基准识别主要驱动因素，并强调绩效评估中的重要细节。
Diversified alternative risk premium (ARP) funds significantly underperformed expectations between 2018 and 2020. In this article, the authors use a proprietary family of statistical benchmarks to identify the principal drivers of this outcome and to highlight the important nuances accompanying performance evaluation in the ARP space.