Scientific Beta

Structured Retail Products: "Diversification of the specific risk of factor indices over the short term can lead to much better risk-adjusted performance than the traditional approaches to constructing smart beta indices, according to the EDHEC-Risk Institute."

Structured Retail Products 11/11/2015

 

"(...) Diversification of the specific risk of factor indices over the short term can lead to much better risk-adjusted performance than the traditional approaches to constructing smart beta indices, according to the EDHEC-Risk Institute. (...)"

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