Scientific Beta

Exchangetradedfunds.com: "In a research publication entitled "ERI Scientific Beta Defensive Strategies: Bringing Diversification to, and Going Beyond, Traditional Approaches", we review improved forms of traditional defensive strategies and an Adaptive Defensive Solution through the use of smart factor indices."

Exchangetradedfunds.com 08/08/2016

"(...) While defensive strategies are designed to lower exposure to market risk so as to provide relative downside protection in bear markets, they have also returned sterling risk-adjusted performance over the long term, challenging the Capital Asset Pricing Model's central prediction of a linear relationship between market risk and return. In a research publication entitled "ERI Scientific Beta Defensive Strategies: Bringing Diversification to, and Going Beyond, Traditional Approaches", we review improved forms of traditional defensive strategies and an Adaptive Defensive Solution through the use of smart factor indices. (...)"