Investment Products and Services: ERI Scientific Beta Presents Long/Short Equity Market Index
"(...) ERI Scientific Beta announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Ind ...
Cited As:
Journalist
"(...) ERI Scientific Beta announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5). The objective of the index is to seek exposure to long-term rewarded factors and a reduction in non-rewarded risks, which associates the factor exposure with good risk-adjusted performance, while at the same time aiming for market neutrality within a universe of large and mid-capitalization companies from developed countries. The allocation across smart factor indices is implemented with the goal of minimizing the volatility of the long/short spread. Return amplification is obtained by the use of 3.5x leverage, maintaining volatility below 8%. (...)"
| Type: | Press article |
|---|---|
| Date: | le 19/10/2017 |
| Research Cluster : | Finance |
| Source : | PlanAdviser |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
