Illegal Activity
none
Blackmail
none
Date
Jan-02 to Jul-13
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document presents a comparison of correlations between relative performance risk premia and long-only risk premia, noting the significantly lower correlations in the former. The data, sourced from Deutsche Bank and Bloomberg, covers the period from January 2002 to July 2013.
Metadata
- Subject
- Risk Premia Implementation
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0054960, SDNY_GM_00201144
- Date
- Jan-02 to Jul-13
Relationships 10
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Value | Correlation | Quality | Correlation between Value and Quality risk premia |
| Value | Correlation | Momentum | Correlation between Value and Momentum risk premia |
| Value | Correlation | Low Beta | Correlation between Value and Low Beta risk premia |
| Value | Correlation | MSCI World | Correlation between Value and MSCI World |
| Quality | Correlation | Momentum | Correlation between Quality and Momentum risk premia |
| Quality | Correlation | Low Beta | Correlation between Quality and Low Beta risk premia |
| Quality | Correlation | MSCI World | Correlation between Quality and MSCI World |
| Momentum | Correlation | Low Beta | Correlation between Momentum and Low Beta risk premia |
| Momentum | Correlation | MSCI World | Correlation between Momentum and MSCI World |
| Low Beta | Correlation | MSCI World | Correlation between Low Beta and MSCI World |
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 3
Deutsche BankMSCI WorldBloomberg
Financial Entities 1
Deutsche Bank
Text Analysis
- Tone
- Informative
- Purpose
- To present the motivation for isolating risk premia, highlighting the lower correlations between relative performance risk premia compared to long-only risk premia.
- Significance
- The document provides insight into the correlation of different risk premia, which is important for portfolio diversification and risk management.
File Info
- File Name
- EFTA01364424.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:46.860154
- DOJ Source
- View on DOJ