Risk premia in emerging market debt investing


"Differentiating Emerging Market Debt Strategies" was the focus of the online "Fixed Income Colloquium" held on March 24, 2021, with contributions from AQR Capital Management, Fidelity International, Franklin Templeton and finccam.

After a classification of risk premia in emerging market debt by finccam's Wolfgang Mader, the three active managers presented their respective approaches to implementing the asset class to the international audience.

Prof. Scott Richardson (AQR Capital Management) presented on "Diversifying Systematic Alpha in Emerging Markets", Nicholas Hardingham and Robert Nelson (Franklin Templeton) gave a presentation on "Emerging Market Debt: Good Reasons to Remain Optimistic" and finally Oli Shakir-Khalil presented "EMD Total Return - a flexible approach to a changing world".

These three different investment approaches within the asset class provided a very good overview of different possible ways of implementation EMD.

Many thanks to all the participants who dialed in from 10 countries and to AQR Capital Management, Fidelity International and Franklin Templeton for the perfectly organized online event!