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 [...]
