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Evaluating the Efficiency of Smart Beta Strategies

Investor appetite for smart beta investing continues to grow, as do the number of smart beta indices but even with indices targeting the same factor, performance varies significantly. In this webinar our team of quantitative equity research experts will take a look at why this is. They will share their analysis on how well smart beta indices capture exposure to compensated risk factors and minimize unintended, uncompensated exposure using our own metric, the Factor Efficiency Ratio (FER). They will answer your questions and help you to understand how this information can guide the decision making for your portfolio.
Recorded May 27 2015 60 mins
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Presented by
John L Krieg, Michael Hunstad, Stefanie J Hest
Presentation preview: Evaluating the Efficiency of Smart Beta Strategies
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  • Title: Evaluating the Efficiency of Smart Beta Strategies
  • Live at: May 27 2015 2:00 pm
  • Presented by: John L Krieg, Michael Hunstad, Stefanie J Hest
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