Lars Jaeger

AMP Capital has awarded an initial $135 million risk-premia mandate to GAM Investments, one of the world’s leading independent, pure-play investment managers.

This mandate is for the GAM systematic alternative risk premia portfolios which typically target around 15 risk premia strategies across the style categories of value, momentum and carry.

The GAM team, led by Dr. Lars Jaeger, uses a disciplined research process to design, systematically implement and trade the various risk premia. The team will run a new higher volatility version of the same strategy, which AMP Capital will seed.

Celine Kabashima, Portfolio Manager at AMP Capital said: “GAM Systematic Alternative Risk Premia plays an important part of our absolute return program by providing our portfolios with diversification benefits against traditional asset classes and attractive risk-adjusted returns in a liquid and cost-efficient manner.

“The strategy acts as a complement to our existing suite of absolute return and risk premia strategies. It also offers a solution with a higher volatility profile that meets the objectives of our portfolios.”

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