Scientific Beta

Investment Week: "The EDHEC Risk Institute has released a piece of research on the most common misconceptions in smart beta investing, including performance drivers, investability hurdles and strategy design choices, which could pose risks for investors."

Investment Week 22/07/2016

"(...) The EDHEC Risk Institute has released a piece of research on the most common misconceptions in smart beta investing, including performance drivers, investability hurdles and strategy design choices, which could pose risks for investors. The paper, co-authored by Noël Amenc, Frédéric Ducoulombier, Felix Goltz and Jakub Ulahel, was published with the objective to "shed light on the underlying issues" in smart beta strategies, which have been steadily gaining popularity among investors. (...)"