Noël Amenc, Felix Goltz, Ashish Lodh: “Monkey portfolio” proponents argue that all smart beta strategies generate positive value and small-cap exposure, which fully explains their outperformance.
Professor of Finance, EDHEC-Risk Institute,CEO, ERI Scientific Beta
Head of Applied Research, EDHEC-Risk Institute,Research Director, ERI Scientific Beta
Deputy Research Director, ERI Scientific Beta
|Type :||Working paper|
|Date :||le 30/11/2015|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|