Scientific Beta

Financial Standard: "The survey found multi-factor strategies tend to be implemented in a passive investment context. Even when dynamic, factor investing is generally based on risk budget management rather than active views of returns, the researchers said. "When evaluating their control of dynamic factor investing, most investors think they have poor control of the sophisticated techniques for measuring and integrating the variations in betas and premia in the allocation," the survey also found. ERI Scientific Beta chief executive Noel Amenc said while investor interest in dynamic factor investing is growing, it should be recognised that the techniques used for risk measurement or risk control do not yet correspond to the state of the art."

Financial Standard 29/01/2018

"(...) Investment professionals believe there is a need to better control the risks associated with dynamic equity factor investing, according to latest EDHEC-Risk Institute and ERI Scientific Beta research. Between June and September 2017, more than 110 global investment professionals were surveyed on the interests and motivations for investing in new forms of equity factor strategies. The survey found multi-factor strategies tend to be implemented in a passive investment context. Even when dynamic, factor investing is generally based on risk budget management rather than active views of returns, the researchers said. "When evaluating their control of dynamic factor investing, most investors think they have poor control of the sophisticated techniques for measuring and integrating the variations in betas and premia in the allocation," the survey also found. ERI Scientific Beta chief executive Noel Amenc said while investor interest in dynamic factor investing is growing, it should be recognised that the techniques used for risk measurement or risk control do not yet correspond to the state of the art. (...)"