Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies

The Journal of Portfolio Management, Vol. 44, Issue 4, Quantitative Special Issue 2018
 

Author(s):

Noël Amenc

CEO - ERI Scientific Beta

Felix Goltz

Director of Research - ERI Scientific Beta

Ashish Lodh

Deputy Research Director - ERI Scientific Beta

The Journal of Portfolio Management, Vol. 44, Issue 4, Quantitative Special Issue 2018
 

Type: Academic publication
Date: le 04/04/2018
Source : The Journal of Portfolio Management

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