Scientific Beta

Funds Europe: "In 2014 we parented with EDHEC Risk Institute and Scientific Beta to create a multi-Smart Beta index. This index combines a selection of four factors, chosen for their positive expected long-term reward (low volatility, valuation, size, momentum) with five Smart Beta strategies, aiming at improving risk-adjusted performance compared to the average component index."

Funds Europe September 2015

 

"(…) Funds Europe talks to Fannie Wurtz, Global Head of ETF, Indexing & Smart Beta Sales at Amundi, about the prospects for growth in the Smart Beta market. (...) We observe increasing demand from the market: according to the results of the EDHEC Risk survey, 25% of the interviewed professionals have already invested in Smart Beta ETFs and a further 40% intend to do so in the near future. (...) We strongly believe that the Smart Beta market in general, and the Smart Beta ETF market too, will continue to grow further. Multi-factor Smart Beta strategies represent a very important area of growth. In 2014 we parented with EDHEC Risk Institute and Scientific Beta to create a multi-Smart Beta index. This index combines a selection of four factors, chosen for their positive expected long-term reward (low volatility, valuation, size, momentum) with five Smart Beta strategies, aiming at improving risk-adjusted performance compared to the average component index. (...)"

Copyright Funds Europe