Smart Beta : The Good, the Bad and the Muddy

This note describes the background of Factor investing in its Smart Beta form, and discusses the reasons Factor investing has become a popular investing style. We also discuss a number of reasons for skepticism regarding forward-looking expected returns

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Year of publication:	2020
Authors:	White, James
Other Persons:	Haghani, Victor (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Description of contents:	Abstract [papers.ssrn.com] ; Abstract [doi.org]

Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Portfolio Management, Vol. 46, No. 4, 2020, https://jpm.pm-research.com/content/46/4/11 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 9, 2019 erstellt Volltext nicht verfügbar
Other identifiers:	10.2139/ssrn.3417236 [DOI]
Classification:	B12 - Classical ; B16 - History of Economic Thought: Quantitative and Mathematical ; B20 - History of Economic Thought since 1925. General ; C00 - Mathematical and Quantitative Methods. General ; C10 - Econometric and Statistical Methods: General. General ; C11 - Bayesian Analysis ; C50 - Econometric Modeling. General ; c57 ; C73 - Stochastic and Dynamic Games ; D03 - Behavioral Economics; Underlying Principles ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D83 - Search, Learning, Information and Knowledge ; E00 - Macroeconomics and Monetary Economics. General ; G00 - Financial Economics. General ; g02 ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting ; G23 - Pension Funds; Other Private Financial Institutions
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012848662