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The Merits of a "Top-Down" Approach to Multi-Factor Investing
"Top-down" approaches assemble multi-factor portfolios by combining distinct sleeves for each factor. Generally, the "top-down" approach enables a choice of factor exposure to be reconciled with the diversification of the non-rewarded specific risk and thus to reduce it. Such is the objective of the Smart Beta 2.0 approach promoted by ERI Scientific Beta on the basis of research conducted by EDHEC-Risk Institute's research teams.
Cited As:
"Top-down" approaches assemble multi-factor portfolios by combining distinct sleeves for each factor. Generally, the "top-down" approach enables a choice of factor exposure to be reconciled with the diversification of the non-rewarded specific risk and thus to reduce it. Such is the objective of the Smart Beta 2.0 approach promoted by ERI Scientific Beta on the basis of research conducted by EDHEC-Risk Institute's research teams.
| Type: | Press article |
|---|---|
| Date: | le 27/07/2017 |
| Source : | Exchangetradedfunds.com |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools, ranked 1st worldwide for its Master in Finance. 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. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
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”.
