Smart Beta Value ETFs

An Anatomy Of Smart Beta Value ETFs

Can Value Investors Capture Factor Returns via Smart Beta?

Q3 hedge fund letters, conference, scoops etc

SUMMARY

  • Smart beta Value ETFs are relatively homogenous
  • Some show high exposures to other equity factors, which may represent risk
  • Excess returns from smart beta are significantly lower than long-short factor returns

INTRODUCTION

The last ten years can be viewed as . . .

SORRY!

This content is exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here

If you are subscribed and having an account error please clear cache and then cookies if that does not work email support@valuewalk.com or click chat button and we will get back to you as quick as humanly possible


Saved Articles
X
TextTExtLInkTextTExtLInk

Subscribe to our mailing list

* indicates required

Opt out of occasional 3rd party offers


0