“Smart Beta” is an increasingly popular buzz word, but is it a holy grail in the asset management world?
- AUM in Smart Beta strategies grew fivefold since 2008. What are Smart Beta strategies and how are they constructed?
- What downsides are there to adding beta exposure to a characteristic? What can we learn from them and improve upon?
- Standard & Poor's Investment Advisory Services (SPIAS) compares its strategic alpha equity strategies to Smart Beta.
- Using the latest Fame-French five factor model, SPIAS analyzes alpha and factor exposures of its large cap equity model portfolios.