Scientific Beta

Funds Europe: "Smart beta experts, Professor Noel Amenc and Eric Shribini, revealed how far smart beta has progressed yesterday at an EDHEC-Risk Institute conference in London."

Funds Europe 08/07/2015

"(…) Smart beta experts, Professor Noel Amenc and Eric Shribini, revealed how far smart beta has progressed yesterday at an EDHEC-Risk Institute conference in London. They found that the first generation of smart beta strategies either tilted towards better-rewarded investment factors, or aimed at delivering better diversification than investors would get from a cap-weighted index. Research showed that performance strategies that were better diversified, outperformed factor indices that were tilted towards value over five years. (...)"