Scientific Beta

The latest issue of ERI Scientific Beta's quarterly newsletter focuses on the topic of "Measuring Factor Exposure Better to Manage Factor Allocation Better". It also features an interview with Ying Hosler, Director of Portfolio Management, Office of Investment Management, Pennsylvania State University, who discusses the choice to replicate Scientific Beta indices, the objective of the allocation and the benefits and future of smart beta investing, together with the latest quarterly performance report and other regular features such as recent research publications, forthcoming events and news.

The latest issue of ERI Scientific Beta's quarterly newsletter focuses on the following topics: 

• Measuring Factor Exposure Better to Manage Factor Allocation Better
• Exposed to Nonsense? Spurious Factors in Popular Investment Tools
• Mismeasurement of Factor Exposures in Score-Based Analytics Tools
• Are the Benefits of Multi-Factor Investing Still There?

The newsletter also features an interview with Ying Hosler, Director of Portfolio Management, Office of Investment Management, Pennsylvania State University, who discusses the choice to replicate Scientific Beta indices, the objective of the allocation and the benefits and future of smart beta investing. It also provides performance data for ERI Scientific Beta smart factor and multi smart factor indices over different time periods to 30 September 2018, 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.