A new EDHEC-Risk Institute publication entitled “Smart Beta Replication Costs,” conducted as part of the Amundi research chair at EDHEC-Risk Institute on “ETF, Indexing and Smart Beta Investment Strategies”, provides an explicit estimate of the costs applied to a range of Smart Beta strategies and analyses the impact of different implementation rules or stock universes.
A new EDHEC-Risk Institute publication entitled “Smart Beta Replication Costs,” conducted as part of the Amundi research chair at EDHEC-Risk Institute on “ETF, Indexing and Smart Beta Investment Strategies”, provides an explicit estimate of the costs applied to a range of Smart Beta strategies and analyses the impact of different implementation rules or stock universes.
Type: | Press article |
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Date: | le 16/03/2017 |
Source : | The Hedge Fund Journal |