Scientific Beta

Top 1000 Funds: "Analysing smart beta performance and risks is not monkey business. For a better understanding of smart beta strategies it is crucial to analyse their construction principles, performance characteristics and risk-factor exposures, including not only value and small-cap factors, but also a variety of other well-documented risk factors such as momentum, profitability, investment, low risk, and possibly others..."

Top 1000 Funds 27/01/2016

"(...) Analysing smart beta performance and risks is not monkey business. For a better understanding of smart beta strategies it is crucial to analyse their construction principles, performance characteristics and risk-factor exposures, including not only value and small-cap factors, but also a variety of other well-documented risk factors such as momentum, profitability, investment, low risk, and possibly others, writes Felix Goltz, head of applied research at the EDHEC-Risk Institute. (...)"