Can I read Understanding Smart Beta Origins on EtoBox?

Understanding Smart Beta Origins by FLAVIO is a document available to read on EtoBox.

What is Understanding Smart Beta Origins about?

This document provides an introduction to smart beta investing. It discusses the origins of traditional market capitalization weighted indexing and defines beta and alpha. It explores some popular alternative weighting factors used in smart beta strategies, such as low volatility, size, price-to-earnings ratio, book-to-price ratio, and momentum. The document also summarizes academic models that attempt to combine these alternative factors. It concludes that smart beta offers investors options beyond traditi

Author

FLAVIO

Language

EN