Home risk premia

Keyword: risk premia

3 results found

With the coronavirus-induced shutdown causing ripples in public and private markets alike, infrastructure assets took a hit in the first quarter of 2020 — and the worst may still be coming. According to data from the EDHEC Infrastructure Institute, infrastructure assets experienced a sharp drop in returns in the quarter. The decline was driven by […]

When interest rates are low, how does this influence U.S. public pension plans’ propensity to take risk? In a working paper looking at the period between 2002 and 2016, the Federal Reserve Bank of Boston found, on average, pension funds take more risk when both risk-free rates and funding ratios are lower. Specifically, the paper’s […]

Risk Premia and Commodities

Understanding the opportunities is commodities investing

  • By: Staff
  • June 16, 2016 September 13, 2019
  • 06:01