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Notes from the lab.

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17 Jun 2026
Factor investing · Risk premia · Portfolio construction · Systematic strategies
Traditional and Alternative Risk Premia: What You're Really Paid For
Most investment returns are payment for bearing risk others avoid — or for exploiting mistakes they repeat. This guide maps traditional and alternative risk premia, the crucial line between true premia and market anomalies, and what it means for building a genuinely diversified portfolio.
8 min read

Notes from the lab.

Traditional and Alternative Risk Premia: What You're Really Paid For