Lars Jaeger

Dr Lars Jaeger - Head of Alternative Risk Premia

Dr Lars Jaeger is Head of Alternative Risk Premia within GAM Systematic, primarily responsible for risk premia research and portfolio construction.

Before joining GAM in November 2014, Lars Jaeger was the founding partner and Chief Executive Officer of Alternative Beta Partners AG. Prior to that, he was a partner of Partners Group where he was responsible for the hedge fund business and initiated the alternative beta business. Before Partners Group, Lars Jaeger co-founded and was a partner of saisGroup, a hedge fund asset management firm established by the former alternative investment strategies team at Credit Suisse Asset Management, where he was responsible for risk management. Lars Jaeger holds a doctorate degree in theoretical physics from the Max-Planck Institute for Physics of Complex Systems, Dresden, and a master’s degree in physics from the University of Bonn. He is a CFA charterholder, a Financial Risk Manager (FRM) and the author of several leading books on hedge funds. He is based in Zurich.

Dr Lars Jaeger

My Insights

Investment Opinions

2 min read

Alternative risk premia: a diversifier for alternative paradigms
22 November 2022

Dr Daniele Lamponi and Dr Lars Jaeger of GAM Systematic ARP remind us that negative correlation between equities and bonds is a relatively new phenomenon. They contend that in periods of higher inflation stocks and bonds might both suffer and benefit in tandem, and therefore diversifying into alternative assets could lead to more resilient and robust portfolios.

GAM Systematic

12 min read

Crowding and changing dynamics in commodity markets
21 April 2022

In the last decade, the commodity futures market has assumed increased dominance in the finance industry. GAM Investments’ Dr Daniele Lamponi and Dr Lars Jaeger explore how alternative risk premia algorithms can adapt to the financialisation of commodity markets.

GAM Systematic

10 min read

A Lamarckian evolution framework of ARP
22 January 2021

GAM Systematic’s Dr Daniele Lamponi and Dr Lars Jaeger highlight the importance of alternative risk premia (ARP) models evolving over time and adapting to changing conditions.

GAM Systematic

2 min read

Alternative risk premia: Lars Jaeger
Thursday, July 30, 2020

Lars Jaeger says ARP is not reliant on any particular event, environment or trajectory of economic growth.