Noël Amenc, Romain Deguest, Felix Goltz, Ashish Lodh, Lionel Martellini, Eric Shirbini: This publication argues that current smart beta investment approaches only provide a partial answer to the main shortcomings of capitalisation-weighted (cap-weighted) indices, and develops a new approach to equity investing referred to as smart factor investing.
Professor of finance at EDHEC Business School, director of EDHEC-Risk Institute, and chief executive officer of ERI Scientific Beta.
Senior research engineer at EDHEC-Risk Institute.
Head of Applied Research at EDHEC-Risk Institute.
Senior Quantitative Analyst.
Professor of finance at EDHEC Business School and scientific director of EDHEC-Risk Institute.
Global Product Specialist with ERI Scientific Beta.
|Type :||Publication EDHEC|
|Date :||le 19/06/2014|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ email@example.com ]|
|Research Cluster :||Finance|