Scientific Beta

The latest issue of Scientific Beta's quarterly newsletter focuses on the topics of "Do Factor Indices Suffer from Price Effects around Index Rebalancing?", "Accounting for Macroeconomic Conditions in Multi-Factor Allocation", "Does the Size Factor Still Have Its Place in Multi-Factor Portfolios?", "Scientific Beta Low Carbon Option" and "Scientific Beta ESG Option". It also features an interview with Arnaud Jobert, Managing Director, Head of Investable Indices Structuring at J.P. Morgan who discusses the new partnership with Scientific Beta to offer institutional investors access to single-factor indices for portfolio completeness purposes, together with the latest quarterly performance report and other regular features such as recent research publications, forthcoming events and news.

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

• Do Factor Indices Suffer from Price Effects around Index Rebalancing?
• Accounting for Macroeconomic Conditions in Multi-Factor Allocation
• Does the Size Factor Still Have Its Place in Multi-Factor Portfolios?
• Scientific Beta Low Carbon Option
• Scientific Beta ESG Option

The newsletter also features an interview with Arnaud Jobert, Managing Director, Head of Investable Indices Structuring at J.P. Morgan who discusses the new partnership with Scientific Beta to offer institutional investors access to single-factor indices for portfolio completeness purposes. It also provides performance data for Scientific Beta multi smart factor indices over different time periods to 30 September 2019, together with links to 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.