Scientific Beta

Exchangetradedfunds.com: "The latest issue of ERI Scientific Beta's quarterly newsletter focuses on the following topics: Managing Market Risk in Smart Beta Strategies, How to Harvest Factor Premia without Suffering from Market Volatility: The Case for a Long/Short Multi-Factor Strategy".

Exchangetradedfunds.com 09/11/2017

"(...) The latest issue of ERI Scientific Beta's quarterly newsletter focuses on the following topics:
Managing Market Risk in Smart Beta Strategies
How to Harvest Factor Premia without Suffering from Market Volatility: The Case for a Long/Short Multi-Factor Strategy
The newsletter also features an interview with Benjamin Herzog, Quantitative Strategies Product Manager at Société Générale Corporate & Investment Banking who explains the reasons for the adoption of a Scientific Beta low volatility high dividend yield strategy and a long/short multi-factor strategy, and provides performance data for ERI Scientific Beta smart factor and multi smart factor indices over different time periods to 30 September 2017... (...)"