Practical Applications of Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks

Noël Amenc; Felix Goltz; Ashish Lodh; Lionel Martellini

doi:10.3905/pa.2015.3.sb.001

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Practical Applications of Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks

Noël Amenc, Felix Goltz, Ashish Lodh, Lionel Martellini and Barbara J. Mack

Practical Applications Smart Beta Special Issue 2015, 3 (SB) DOI: https://doi.org/10.3905/pa.2015.3.sb.001

Noël Amenc

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Felix Goltz

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Ashish Lodh

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Lionel Martellini

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Barbara J. Mack

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Practical Applications of Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks

Noël Amenc, Felix Goltz, Ashish Lodh, Lionel Martellini

Practical Applications Dec 2015, 3 (SB) DOI: 10.3905/pa.2015.3.sb.001

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Practical Applications of Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unrewarded Risks

Noël Amenc, Felix Goltz, Ashish Lodh, Lionel Martellini

Practical Applications Dec 2015, 3 (SB) DOI: 10.3905/pa.2015.3.sb.001

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