The latest issue of ERI Scientific Beta's quarterly newsletter focuses on the following topics: "Managing Market Risk in Smart Beta Strategies" and "How to Harvest Factor Premia without Suffering from Market Volatility: The Case for a Long/Short Multi-Factor Strategy". It also features an interview with Benjamin Herzog, Quantitative Strategies Product Manager at Société Générale Corporate & Investment Banking who explains the reasons for the adoption of a Scientific Beta low volatility high dividend yield strategy and a long/short multi-factor strategy, together with the latest quarterly performance report and other regular features such as recent research publications, forthcoming events and other news.
The latest issue of ERI Scientific Beta's quarterly newsletter focuses on the following topics:
• Managing Market Risk in Smart Beta Strategies
• How to Harvest Factor Premia without Suffering from Market Volatility: The Case for a Long/Short Multi-Factor Strategy
The newsletter also features an interview with Benjamin Herzog, Quantitative Strategies Product Manager at Société Générale Corporate & Investment Banking who explains the reasons for the adoption of a Scientific Beta low volatility high dividend yield strategy and a long/short multi-factor strategy, and provides performance data for ERI Scientific Beta smart factor and multi smart factor indices over different time periods to 30 September 2017, 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.