Illegal Activity
none
Blackmail
none
Date
2002-01 to 2013-07
Document Type
report
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document presents data on the correlations between different risk premia strategies, specifically comparing Long Only and Relative Performance approaches. It highlights the lower correlations among Relative Performance risk premia, suggesting potential diversification benefits for investors.
Metadata
- Subject
- Risk Premia Implementation
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0090043, SDNY_GM_00236227
- Date
- 2002-01 to 2013-07
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 data on the correlations between different risk premia strategies.
- Significance
- The document highlights the lower correlations between Relative Performance risk premia compared to Long Only Risk Premia, suggesting potential diversification benefits.
File Info
- File Name
- EFTA01387439.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:49.034652
- DOJ Source
- View on DOJ