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:

Amanda Umpierrez

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

Immersion at Station F for start-up challenge finalists !
News
- 13-10-2021
Devised for students with start-up projects on the Pre-Master and Master 1 years of the...
Financing your MBA - are you eligible for a scholarship?
News
- 12-10-2021
How to finance your Global MBA abroad is a critical question you need to think about...
Apprenticeship program: a perfect combination of academic knowledge and professional experience
News
- 12-10-2021
Yiqing Ma joined EDHEC Apprenticeship Track in 2019. She shares insights into the...
CRÉDIT AGRICOLE NORD DE FRANCE, AMUNDI AND CRÉDIT AGRICOLE CIB, PARTNERS OF EDHEC BUSINESS SCHOOL’S MSC IN CLIMATE CHANGE & SUSTAINABLE FINANCE
News
- 08-10-2021
Three major players in the Crédit Agricole Group operating in the banking and finance...