Research and publications

Smart Beta 2.0

This position paper seeks to draw the attention of investors to the risks of traditional smart beta equity indices and proposes a new approach to smart beta investing to take account of these risks ...

Author(s):

Noel Amenc, Felix Goltz, Nikhil Shah

Summary:

This position paper seeks to draw the attention of investors to the risks of traditional smart beta equity indices and proposes a new approach to smart beta investing to take account of these risks. This new approach, referred to as “Smart Beta 2.0,” enables investors to measure and control the risks of their benchmark and revolutionises the offerings of advanced equity benchmarks.

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Type :	Position paper
Date :	10/06/2013
Keywords :	Indexes and Benchmarking

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