Evaluating the Efficiency of Smart Beta Strategies
As investor appetite for smart beta and factor investing continues to grow, an increasing number of smart beta strategies are being introduced, but many of these strategies are designed inefficiently, exposing investors to a variety of unintended risks. Join our Global Equity team as they discuss the universe of smart beta strategies and methods of evaluating their effectiveness. Specifically, they will share analysis of how efficiently smart beta strategies capture exposure to compensated risk factors and manage unintended, uncompensated risks using a new metric, the Factor Efficiency Ratio (FER).
Register now to secure your place and learn how to evaluate the efficiency of smart beta strategies.
RecordedDec 3 201552 mins
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Bob Browne, CFA, Northern Trust Chief Investment Officer
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•High quality credit
•Purpose of bonds in portfolio
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In this webinar we will discuss:
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