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Is Smart Beta just Monkey Business? An Analysis of Factor Exposures, Upside-Down Strategies and Rebalancing Effects.

EDHEC Publication

AMENC Noël ; GOLTZ Felix ; LODH Ashish

GROUPE EDHEC;EDHEC-RISK INSTITUTE

2015

22

PUBLICATION EDHEC

PORTFOLIO MANAGEMENT ; STRATEGY ; PERFORMANCE

Url : http://professoral.edhec.com/recherche/publications-edhec/20...

Language : English

Series : Working paper

Material : Electronic

Owner : GROUPE EDHEC