Scientific Beta

Exchangetradedfunds.com: "Since 2013, with the Smart Beta 2.0 framework, EDHEC-Risk Institute has created Scientific Beta multi-smart-factor indices that are well diversified and exposed to rewarded factors. At that time, the four rewarded factors validated by EDHEC-Risk Institute were Value, Size, Low Volatility and Momentum."

Exchangetradedfunds.com 17/02/2017

"(...) Since 2013, with the Smart Beta 2.0 framework, EDHEC-Risk Institute has created Scientific Beta multi-smart-factor indices that are well diversified and exposed to rewarded factors. At that time, the four rewarded factors validated by EDHEC-Risk Institute were Value, Size, Low Volatility and Momentum. Furthermore, as a default weighting scheme option, Scientific Beta proposed its flagship multi-strategy weighting scheme which mixes different methods of alternative weightings to cap-weighted (Efficient Minimum Volatility, Efficient Maximum Sharpe Ratio, Maximum Deconcentration, Maximum Decorrelation and Diversified Risk Weighted) in order to diversify and thus reduce the model risks associated with each of these weighting schemes. (...)"