Scientific Beta

Money Management: "Popular factor analysis tools might lead investors to dangerous allocation mistakes, according to smart beta index provider, ERI Scientific Beta. Its newest study, “Measuring Factor Exposure Better to Manage Factor Allocation Better: A Critical Approach to Popular Box Initiatives”, found there were several new factor tools promoted by investment market leaders as factor risk analysis standards. However, most of them could lead to serious misalignment between an investor’s factor diversification objectives and the measured and realised allocation."

Money Management 05/11/2018

"(...) Popular factor analysis tools might lead investors to dangerous allocation mistakes, according to smart beta index provider, ERI Scientific Beta. Its newest study, “Measuring Factor Exposure Better to Manage Factor Allocation Better: A Critical Approach to Popular Box Initiatives”, found there were several new factor tools promoted by investment market leaders as factor risk analysis standards. However, most of them could lead to serious misalignment between an investor’s factor diversification objectives and the measured and realised allocation. (...)"