What Asset Managers Don’t Want You to Know About Their Factor Funds

"[...] Felix Goltz, research director at Scientific Beta and head of applied research at EDHEC-Risk Institute —  an investment-focused, academic think tank — said the problem with man ...

Cited As:

"[...] Felix Goltz, research director at Scientific Beta and head of applied research at EDHEC-Risk Institute —  an investment-focused, academic think tank — said the problem with managers and index providers finding factors that supposedly lead to an investment reward is that third parties have not replicated the results. This can lead to unintended exposures and a misunderstanding around the associated investment risks of those factors. "

Type: Press article
Date: le 05/03/2019
Research Cluster : Finance
Source : Institutional Investors

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