A Scientific Approach to Lowering Beta
"(...) Low volatility is one of the most prominent investment factors and that much was on display last year as investors flocked to ETFs adhering to reduced beta methodologies, but sometimes, it c ...
"(...) Low volatility is one of the most prominent investment factors and that much was on display last year as investors flocked to ETFs adhering to reduced beta methodologies, but sometimes, it can help to add some science to the factor. The Global X Scientific Beta US ETF (NYSEArca: SCIU), which is part of a broader suite of ETFs with similar volatility reducing capabilities, does just that. (...) SCIU, which turns five years old in May, follows the Scientific Beta United States Multi-Beta Multi-Strategy Four-Factor Equal Risk Contribution (ERC) Index. The fund can help investors avert some of the drawbacks associated with low volatility investing. (...)"
| Type: | Press article |
|---|---|
| Date: | le 10/01/2020 |
| Research Cluster : | Finance |
| Source : | ETF Trends |
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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”.
