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EDHEC-Risk Institute publication shows that smart beta risks can be controlled while benefitting from smart beta performance
A new EDHEC-Risk Institute publication entitled " ", drawn from the Amundi ETF & Indexing research chair at EDHEC-Risk Institute on "ETF and Passive Investment Strategies," shows that .
Starting with the observation that if the performance of smart beta comes from efficient allocation to smart factor indices maximising the risk-adjusted performance for a given factor exposure, EDHEC's researchers show that .
Two major results can be highlighted:
Commenting on this research, Noël Amenc, Director of EDHEC-Risk Institute and CEO of ERI Scientific Beta, said, "For EDHEC-Risk Institute, the challenge with smart beta investing today is not only to avail of smart factor indices with good risk-adjusted performance but also to allocate to these smart factor indices in a risk-efficient way. This new publication shows how this can be done."
Valérie Baudson, Global Head of ETF & Indexing at Amundi, comments: "Institutional investors are showing growing interest in, and increasingly using, smart beta, which is definitely a strategic axis of development for Amundi. We are delighted to support EDHEC- Risk Institute, which, with this new research paper, provides additional guidance for investors to optimize the implementation of smart beta strategies in their asset allocation."
Copyright GlobeNewswire
Attachment(s)
http://hugin.info/157174/R/1864376/654361.pdf
http://hugin.info/157174/R/1864376/654362.pdf
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Source: %s via Globenewswire