Scientific Beta

The eleventh issue of ERI Scientific Beta's newsletter focuses on the following topics: "'Enhanced', 'Prime', or just 'Data-mined'? Overfitting Risks in Factor Index Design", "The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices", and "The Relationship between the Value and Quality Factors". It also features an interview with Philippe Henry, Head of Financial Engineering - Equities (Europe) at Morgan Stanley who discusses the subject of smart beta and capital protection and the objectives of the new Scientific Beta/Morgan Stanley offering on Solvency II, together with the September 2015 performance report and other regular features such as the latest research publications, forthcoming events and other news.

The eleventh issue of ERI Scientific Beta's bi-monthly newsletter focuses on the following topics: 

• "Enhanced", "Prime", or just "Data-mined"? Overfitting Risks in Factor Index Design
• The Limitations of Factor Investing: Impact of the Volkswagen Scandal on Concentrated versus Diversified Factor Indices
• The Relationship between the Value and Quality Factors

The newsletter also features an interview with Philippe Henry, Head of Financial Engineering - Equities (Europe) at Morgan Stanley who discusses the subject of smart beta and capital protection and the objectives of the new Scientific Beta/Morgan Stanley offering on Solvency II, and provides performance data for ERI Scientific Beta smart factor and multi smart factor indices over different time periods to 30 September 2015, together with links to ERI Scientific Beta's latest research publications, information about forthcoming events, news, and a press review.

To subscribe to this complimentary newsletter, please send an e-mail to newsletter.info@mail.scientificbeta.com.