Unigestion, the asset manager specialised in active risk-managed investment solutions, and Université Paris-Dauphine’s House of Finance, have now launched the Alternative Risk Premia Academy.
The Academy, which has been established to promote further research and understanding in the Alternative Risk Premia (ARP) investment universe, has three main objectives: to identify the main streams of research that will lay the foundations for the ARP industry for the future and develop in-depth theoretical and empirical research; to present and showcase the latest academic research on ARP to investors; and to foster exchanges of ideas and information on new risk premia.
Paris-Dauphine and Unigestion have now issued a ‘Call for Projects’ where researchers are invited to put together their proposals for a research project based on a range of topical issues, including the design of new ARP in the context of big data and machine learning; the design of efficient allocation among ARP and the question of capacity of these strategies.
The proposed projects will then be assessed by a Committee made up of representatives from Paris-Dauphine, Unigestion and other academic organisations. The Alternative Risk Premia Academy has committed to financing the new research initiatives and the successful candidates will be given a grant to conduct their research, the results of which will then be presented at a conference in November 2018.
Jean-Louis Laurens, Chairman of Unigestion Asset Management France, says: "Harvesting risk premia through rigourous risk-based investment processes is part of Unigestion’s DNA. Joining forces with leading academic research centres, such as Dauphine's House of Finance, will most certainly allow us to further improve our understanding of alternative risk premia, for the benefit of all investors"
Jerome Teiletche (pictured), Head of Cross Asset Solutions at Unigestion, says: “Alternative risk premia are one of the most interesting developments in the asset management industry, providing differentiated sources of return at a moment when investors need them more than ever, since the expected return on traditional risk premia is currently very low.
“The Academy is the latest step in Unigestion’s research into the area of ARP and its relationship with the academic world. We look forward to working closely with Paris-Dauphine’s House of Finance to help develop a best in class research agenda to further investor understanding around ARP investment.”
Serge Darolles, Professor of Finance at Université Paris-Dauphine and Scientific Director of the Academy, says: “Developing academies on specific topics in collaboration with experts is one of the main objectives of the Paris-Dauphine House of Finance. This builds bridges between academic researchers and professionals and brings the House of Finance’s work to life in the real world.”
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