Scientific Beta

Financial Investigator: "In the paper, the authors show the benefits that active managers and asset owners can expect from dynamically allocating to smart factor indices, with a focus on efficiently reacting to changes in market conditions, as well as efficiently spending relative risk budgets with respect to a cap-weighted reference portfolio."

Financial Investigator 08/10/2015

"(...) In the paper, the authors show the benefits that active managers and asset owners can expect from dynamically allocating to smart factor indices, with a focus on efficiently reacting to changes in market conditions, as well as efficiently spending relative risk budgets with respect to a cap-weighted reference portfolio. This research was supported by Rothschild & Cie as part of the research chair at EDHEC-Risk Institute on “Active Allocation to Smart Factor Indices”. This chair is examining the benefits of smart beta allocation. (...)"