Scientific Beta

Financial Investigator: "Our research sets out to tackle the challenge of targeting inflation exposures in a completely systematic and replicable way. In contrast with sector or style allocation strategies, we propose to build dedicated portfolios from stock-level information to achieve inflation protection. By exploiting differences in firm-level exposures to inflation, instead of relying on pre-existing equity portfolios such as sector indices, we aim to provide more reliable inflation protection."

Financial Investigator 18/01/2022

 

By Mikheil Esakia and Felix Goltz, respectively Quantitative Research Analyst and Research Director at Scientific Beta

"(...) Our research sets out to tackle the challenge of targeting inflation exposures in a completely systematic and replicable way. In contrast with sector or style allocation strategies, we propose to build dedicated portfolios from stock-level information to achieve inflation protection. By exploiting differences in firm-level exposures to inflation, instead of relying on pre-existing equity portfolios such as sector indices, we aim to provide more reliable inflation protection. (...)" 

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