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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.
Recorded Dec 3 2015 52 mins
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Presented by
Meggan Friedman & Ben Goetsch, Northern Trust Investment Strategists
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  • Title: Evaluating the Efficiency of Smart Beta Strategies
  • Live at: Dec 3 2015 9:15 pm
  • Presented by: Meggan Friedman & Ben Goetsch, Northern Trust Investment Strategists
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