Scientific Beta

Asia Asset Management: "This article addresses the issue of combining several smart beta strategies, and clarifies the conceptual underpinnings and relevant questions arising when considering smart beta index combinations."

Asia Asset Management July 2016

"(...) Smart beta equity product offerings have proliferated over the past decade, offering investors ample choice of factors and weighting schemes to select from for a relevant smart beta index. However, in addition to the question of selecting a suitable index as a standalone investment, the question of combining different smart beta strategies arises in the context of an extensive range of smart beta offerings. This article addresses the issue of combining several smart beta strategies, and clarifies the conceptual underpinnings and relevant questions arising when considering smart beta index combinations. (...)"