How Not To Get Fired With Smart Beta Investing – ValueWalk Premium
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How Not To Get Fired With Smart Beta Investing


Rob Arnott explains why “history is worse than useless” in forecasting the alpha of smart beta strategies.

Arnott on Forecasting Smart Beta

Chris Brightman asserts that multi-factor equity investing and rebalancing using robust factors is a reliable strategy for outperforming the market without the burden of excessive volatility.

Brightman on Dynamic Multi-Factor Investing

Chris Brightman asserts that multi-factor equity investing and rebalancing using robust factors is a reliable strategy for outperforming the market without the burden of excessive volatility.

How Not to Get Fired with Smart Beta Investing

Investors in smart beta strategies will and should expect bouts of underperformance, according to John West. To prepare for this inevitable bumpy road to outperformance, owners and agents are encouraged to align their respective incentives and long-term interests.

Alice in Factorland and the Incredible Shrinking Factor Return

Research by Rob Arnott, Vitali Kalesnik, and Lillian Wu shows that factor-tilt strategies suffer from substantial return slippage (vs. factor long–short paper portfolios) due to the real-world costs of implementation.

AnandKZ / Pixabay

Comments (2)

  • xuan

    ?????????????

    April 26, 2017 at 7:08 pm
  • Victor Garcia

    Al??? ?? ??o?how??ou ?n e?cel??nt ?a????o ge? p??d s?m? extra?$$$?we???y b? wor??ng ???s?? t?sks?r?m ???? h???e?f?r few??hor??h??CI?c???a?da??n th??web?i?e RU.VU/qXMLG

    jhhjh

    April 27, 2017 at 6:53 am

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