Single-Factor Products Gather Most Assets
"(...) The ERI Scientific Beta indices (a venture of the EDHEC Risk Institute) are based on four smart factor indices: mid-cap, value, momentum and low volatility, and have now gathered over $10 bi ...
"(...) The ERI Scientific Beta indices (a venture of the EDHEC Risk Institute) are based on four smart factor indices: mid-cap, value, momentum and low volatility, and have now gathered over $10 billion of assets in a range of products run by Global X, Amundi, ETFS and Morgan Stanley: Global X Scientific Beta US, Europe, Japan and Asia ex-Japan (tickers SCIU, SCID, SCIJ an SCIX); Amundi ETF Global and Europe Equity Multi Smart Allocation Scientific Beta UCITS ETF (tickers SMRT and SMRE); ETFS Diversified-Factor US Large Cap, and Developed Europe, Index Funds (SBUS, and SBEU); and Morgan Stanley Scientific Beta Global, and US, Equity Factors UCITS ETF (GEF and USEF). The EDHEC approach is relatively sophisticated in that the factors are proprietary rather than generic definitions. (...)"
| Type: | Press article |
|---|---|
| Date: | le 31/05/2018 |
| Source : | Nordic Investor |
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About EDHEC
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”.
