Scientific Beta

Investment Europe: "Refuting this argument, researchers at EDHEC find that a diverse sample of smart beta strategies are exposed to various factors of different magnitudes and that the characteristics observed in the prior study are most common with strategies that tend towards equal-weighting, or a monkey portfolio."

Investment Europe 10/07/2017

"(...) Refuting this argument, researchers at EDHEC find that a diverse sample of smart beta strategies are exposed to various factors of different magnitudes and that the characteristics observed in the prior study are most common with strategies that tend towards equal-weighting, or a monkey portfolio. (...)"

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