Scientific Beta

AIST SuperTalk: "As long-term investors, superannuation funds should consider a factor-based approach to investing and encourage their fund managers to do the same. Mike Aked, Senior Investment Strategist at Scientific Beta, explains why."

AIST SuperTalk 19/07/2023

 

"(...) The simple one-factor Capital Asset Pricing Model (CAPM), where a security’s exposure to the equity market benchmark describes everything we need to know about risk and return, has been firmly and repeatedly rejected. However, institutional investment theory has evolved dramatically over the last 50 years. Like many investment academics, Mike Aked, Senior Investment Strategist at Scientific Beta, has spent much of the past two decades improving our overly simplistic models by reconciling human’s “irrational” behaviour with parsimonious investment models. (...)"

Copyright Australian Institute of Superannuation Trustees