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

Sommaire :
Introduction

Part I: Conceptual Background: The Forms of Smart and Alternative Beta in the Equity Univers
1. The Emergence of Alternatives to Cap-weighted Indices
2. Equity Risk Factors and Factor Indices
3. Diversification Strategy Indices
4. Portfolio Construction Across Alternative Equity Beta Strategies

Part II: Survey: Use of Smart Equity Beta Strategies and Perceptions of Investment Professionals
1. Methodology and Data
2. Which Types of Alternative Equity Beta are Investors Using?
3. Challenges Facing Investors
4. The Importance of Factors in Alternative Equity Beta Strategies

Appendix
References

Langue : Anglais

Support : Numérique