Alternative Equity Beta Investing: A Survey

Noël Amenc, Saad Badaoui, Felix Goltz, Véronique Le Sourd, Ashish Lodh: EDHEC-Risk carried out a survey among a representative sample of investment professionals to identify their views and uses of alternative equity beta.

Author(s):

Noel Amenc

Professor of finance at EDHEC Business School, director of EDHEC-Risk Institute, and  chief executive officer of ERI Scientific Beta.

Saad Badaoui

Senior quantitative analyst.

Felix Goltz

Head of applied research at EDHEC-Risk Institute.

Veronique Le Sourd

Senior research engineer at EDHEC-Risk Institute.

Ashish Lodh

Senior quantitative analyst.

Alternative equity beta investing has received increasing attention in the industry recently. Although products in this segment currently represent only a fraction in assets, there has been tremendous growth recently both in terms of assets under management, and –perhaps more strikingly – in terms of new product development. The objective of the research presented in this document is to provide insights into the conceptual background and the current industry practices of alternative equity beta investing.

Type: EDHEC Publication
Date: le 24/03/2015
Research Cluster : Finance

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