Scientific Beta

Actuarial Post: "Investors recognise advanced beta equity investing as a promising avenue but call for caution on insufficient transparency and on the difficulties in implementing long/short strategies."

Actuarial Post 30/07/2015

"(...) Investors recognise advanced beta equity investing as a promising avenue but call for caution on insufficient transparency and on the difficulties in implementing long/short strategies. (...) In a new study produced as part of the Société Générale Prime Services (Newedge) research chair on “Advanced Modelling for Alternative Investments”, EDHEC-Risk Institute attempts to give an overall view on alternative equity beta strategies, to determine the areas of usage and to analyse the alternative equity beta practices and perceptions of investment professionals. Between January and February 2014, EDHEC-Risk Institute carried out a survey among a representative sample of 128 investment professionals to identify their views and uses of alternative equity beta. (...)"