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Portfolio of Risk Premia: a new approach to diversification

February 4, 2009
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    This is a nice paper by the folks at Barra, although I am not so sure why this doesn’t fall in the portable alpha camp…

    Portfolio of Risk Premia: a new approach to diversification by Briand, Nielsen, and Stefek

     

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      MEB FABER is co-founder and the Chief Investment Officer of Cambria Investment Management, and author of multiple books.

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