Scientific Beta

Wealth Professional Canada: "While funds that focus on small-cap stocks remain fairly popular, smart-beta providers are quick to argue that it performs poorly relative to other factors. Other critics also argue that the size factor lacks robustness, while some even point out that historical studies suggesting outperformance from size may not be based on clean data. But a new paper from Scientific Beta argues that in spite of the evidence against it, the size factor should not be discarded outright, particularly in the case of multi-factor portfolios."

Wealth Professional Canada 29/07/2019

"(...) While funds that focus on small-cap stocks remain fairly popular, smart-beta providers are quick to argue that it performs poorly relative to other factors. Other critics also argue that the size factor lacks robustness, while some even point out that historical studies suggesting outperformance from size may not be based on clean data. But a new paper from Scientific Beta argues that in spite of the evidence against it, the size factor should not be discarded outright, particularly in the case of multi-factor portfolios. (...)"