Search Results - subject:"Smart beta"

Tradable risk factors for institutional and retail investors

Johansson, Andreas; Sabbatucci, Riccardo; Tamoni, Andrea - 2025

Persistent link: https://www.econbiz.de/10015357636

The impact of analyst forecast errors on fundamental indexation : the Australian evidence

Casavecchia, Lorenzo; Hambusch, Gerhard; Hitchen, Justin - In: The journal of asset management : a major new, … 23 (2022) 5, pp. 400-418

Persistent link: https://www.econbiz.de/10013392095

Trading strategies and return patterns in commodity futures markets

Rothenberger, Marcel - 2022

papers. The first paper Smart Beta Strategies on Commodity Futures Markets analyzes the use of commodity futures for passive …

Persistent link: https://www.econbiz.de/10013268074

Smart Beta investing : an alternative investment paradigm in emerging Indian equity market

Monga, Reema; Aggrawal, Deepti; Singh, Jagvinder - In: Organizations and markets in emerging economies 13 (2022) 1, pp. 209-237

This paper fundamentally looks at the novel concept of Smart Beta investing in constructing a more efficient and well …-diversified alternative investment. Smart beta has been a popular investment philosophy, although emerging countries have been slower to adopt … and execute it. In this way, the study investigates the existence, performance, and robustness of smart beta strategies in …

Persistent link: https://www.econbiz.de/10013279453

Smart Beta investing: An alternative investment paradigm in emerging Indian equity market

Monga, Reema; Aggrawal, Deepti; Singh, Jagvinder - In: Organizations and Markets in Emerging Economies 13 (2022) 1, pp. 209-237

Persistent link: https://www.econbiz.de/10015401660

The Volatility Effect in China

Blitz, David; Hanauer, Matthias X.; van Vliet, Pim - In: Journal of Asset Management 22 (2021) 5, pp. 338-349

This paper shows that low-risk stocks significantly outperform high-risk stocks in the local China A-share market. The main driver of this low-risk anomaly is volatility, and not beta. A Fama–French style VOL factor is not explained by the Fama–French–Carhart factors, and has the strongest...

Persistent link: https://www.econbiz.de/10014501953

Smart beta allocation and macroeconomic variables: The impact of COVID-19

Foglia, Matteo; Recchioni, Maria Cristina; Polinesi, Gloria - In: Risks 9 (2021) 2, pp. 1-25

Smart beta strategies across economic regimes seek to address inefficiencies created by market-based indices, thereby … enhancing portfolio returns above traditional benchmarks. Our goal is to develop a strategy for re-hedging smart beta portfolios …

Persistent link: https://www.econbiz.de/10013200703

Financial risk and better returns through smart beta exchange-traded funds?

Bowes, Jordan; Ausloos, Marcel - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-30

Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to their supposed ability to … evidence enforcing this phenomenon. Extending the work of Glushkov ("How Smart are "Smart Beta" ETFs? …", 2016), we …

Persistent link: https://www.econbiz.de/10013200967

Financial risk and better returns through smart beta exchange-traded funds?

Bowes, Jordan; Ausloos, Marcel - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-30

Persistent link: https://www.econbiz.de/10012622400

Smart beta allocation and macroeconomic variables : the impact of COVID-19

Foglia, Matteo; Recchioni, Maria Cristina; Polinesi, Gloria - In: Risks : open access journal 9 (2021) 2/34, pp. 1-25

Persistent link: https://www.econbiz.de/10012426985