Ten Misconceptions about Smart Beta: Analysing common claims on performance drivers, investability issues and strategy design choices

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

Author(s):

Noel Amenc

Professor of Finance, EDHEC-Risk Institute, CEO, ERI Scientific Beta

Frederic Ducoulombier

Associate Professor of Finance, EDHEC-Risk Institute, Corporate Director, ERI Scientific Beta

Felix Goltz

Head of Applied Research, EDHEC-Risk Institute, Research Director, ERI Scientific Beta

Jakub Ulahel

Quantitative Equity Analyst, ERI Scientific Beta

Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

Pdf
Ten Misconceptions about Smart Beta...
(-1.00 B)
Type: Position paper
Date: le 13/06/2016
Extra information :

For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

Research Cluster : Finance

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

" ["safe_summary"]=> string(206) "

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

" ["summary"]=> string(207) "

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

" ["summary"]=> string(207) "

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

" ["format"]=> string(9) "full_html" ["safe_value"]=> string(838) "

Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Financial risks management

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Financial risks management

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Financial risks management

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Financial risks management

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Factor investing, Regulation of financial services

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Frédéric Ducoulombier is Director of Risk and Compliance for ERI Scientific Beta, the index provider established by EDHEC-Risk Institute. He unified the operations of the School's M.Sc. courses (as Deputy Associate Dean for Graduates Programmes), helped design and implement the School’s "Research for Business" policy (as Deputy Associate Dean for Research), set up the executive education arm of EDHEC-Risk Institute as well as the School’s PhD in Finance programme and Asian operations. His recent research has focused on factor investing and regulatory issues pertaining to financial markets, institutions and instruments. His research has appeared in The Journal of Portfolio Management and multiple trade publications. He is a past member of the Consultative Working Group of the European Securities Markets Authority’s Financial Innovation Standing Committee. He holds a Master in Management from IESEG School of Management (1997).

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Journal of Portfolio Management (2014 ; 2015 ; 2016), Journal of Index Investing (2013), Financial Analyst?s Journal (2011), Bankers, Markets & Investors (2012 ; 2011 ; 2010), Journal of Indexes (2011), Journal of Derivatives (2009), Journal of Alternative Investments (2009 ; 2010), European Financial Management (2009), Journal of Derivatives (2009), Journal of Fixed Income (2006), European Financial Management (2007)

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-weighted) passive investments and traditional (proprietary and discretionary) active management. Perhaps unsurprisingly, Smart Beta has drawn fierce criticism from both advocates of traditional active management and of traditional passive management. In a nutshell, proponents of proprietary active strategies complain that Smart Beta is not active enough while proponents of traditional cap-weighting say that Smart Beta is not passive enough. Smart Beta providers have not only responded to such criticism, but have also been vocal about the benefits of their respective approaches, without necessarily agreeing with one another. Such debates have too often led to misconceptions.

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Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel: The objective of this paper is to review ten common but mistaken claims about Smart Beta, and to shed light on the underlying issues.

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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For more information, please contact EDHEC Research and Development Department [research@drd.edhec.edu]

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Journal of Portfolio Management (2014 ; 2015 ; 2016), Journal of Index Investing (2013), Financial Analyst?s Journal (2011), Bankers, Markets & Investors (2012 ; 2011 ; 2010), Journal of Indexes (2011), Journal of Derivatives (2009), Journal of Alternative Investments (2009 ; 2010), European Financial Management (2009), Journal of Derivatives (2009), Journal of Fixed Income (2006), European Financial Management (2007)

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Journal of Portfolio Management (2014 ; 2015 ; 2016), Journal of Index Investing (2013), Financial Analyst?s Journal (2011), Bankers, Markets & Investors (2012 ; 2011 ; 2010), Journal of Indexes (2011), Journal of Derivatives (2009), Journal of Alternative Investments (2009 ; 2010), European Financial Management (2009), Journal of Derivatives (2009), Journal of Fixed Income (2006), European Financial Management (2007)

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