New approach to smart beta investing

The Institute has launched 30 flagship indices which allow investors to choose different risk criteria to which they wish or do not wish to be exposed. For example, investors will be able to avoid exposure to value, small cap, or liquidity risk factors. Tomas Franzén, Chief Investment Strategist of Andra AP-fonden (AP2) and Chairman of EDHEC-Risk Institute’s International Advisory Board, said, “The Scientific Beta initiative is a major mover of the whole concept of using more appropriate equity indices, or rather better constructed equity portfolios. It is important to better understand...