Search Results - subject:"Smart beta"

How smart is the real estate smart beta? : evidence from optimal style factor strategies for REITs

Andronoudis, Dimos; Guidolin, Massimo; Pedio, Manuela - 2025

Persistent link: https://www.econbiz.de/10015466965

Tradable risk factors for institutional and retail investors

Johansson, Andreas; Sabbatucci, Riccardo; Tamoni, Andrea - In: Review of finance : journal of the European Finance … 29 (2025) 1, pp. 103-139

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

From Factor Investing to Smart Beta : a systematic literature review

Giampaoli, Noemi - In: Managerial finance 51 (2025) 12, pp. 1883-1900

Persistent link: https://www.econbiz.de/10015575534

Factor timing in asset management : a literature review

Hotze, Sebastian; Hachenberg, Britta; Schiereck, Dirk - In: Credit and capital markets : Kredit und Kapital 57 (2024) 1/4, pp. 107-156

While static factor-based investing is nowadays a common way of allocating portfolios, the next step, a dynamic progression towards time-varying components and factor cyclicity, is still far less established. This study offers a survey on the state of the art of factor timing in asset management...

Persistent link: https://www.econbiz.de/10015427546

Factor Timing in Asset Management: A Literature Review

Hotze, Sebastian; Hachenberg, Britta; Schiereck, Dirk - In: Credit and Capital Markets – Kredit und Kapital 57 (2024) 1/4, pp. 107-156

Persistent link: https://www.econbiz.de/10015449529

Smart beta, "smarter" flows

Cao, Jie Jay; Hsu, Jason C.; Song, Linjia; Xiao, Zhanbing; … - In: Journal of empirical finance 81 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015405335

Smart-Beta strategies in India : analysis of performance and exposure of BSE strategy indices

Bhagawan, Srikrishna; Sathish Kumar B. - In: Finance India : the quarterly journal of Indian … 39 (2025) 2, pp. 409-426

Persistent link: https://www.econbiz.de/10015624788

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/10015401660

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

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

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