A bit of perspective on a buzzword. The prompt The Axioma Quant Forum in London included a discussion of smart beta.  I took two highlights from it: a point [...]

A study has come out of Cass Business School that investigates a number of ways of building equity indices.  Andrew Clare, Nicholas Motson and Stephen Thomas, of course, include [...]

Two items struck me as being connected.  Maybe they are. The items: Payoff of betting on horses versus the odds The Missing Risk Premium by Eric Falkenstein As you [...]