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Practical Applications

Practical Applications

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Practical Applications of Alpha, Beta & the Blend

Andrew Ang, Clifford Asness, Jennifer Bender and Cathy Scott
Practical Applications Smart Beta Special Issue 2015, 3 (SB) DOI: https://doi.org/10.3905/pa.2015.3.sb.003
Andrew Ang
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Clifford Asness
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Jennifer Bender
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Cathy Scott
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Alpha, Beta & the Blend Andrew Ang Clifford Asness Jennifer Bender

Abstract

Smart beta is empowering. It brings investment insights—previously available only to professional or elite investors—to the ordinary investor. But asset managers need to clarify their approaches so that investors can better understand how it fits into a portolio.

In a recent webcast , Institutional Investor Journals’ Cathy Scott sat down with BlackRock ’s Andrew Ang , AQR ’s Cliff Asness and State Street Global Advisors ’ Jennifer Bender to discuss active, passive and blended approaches to smart beta.

Andrew contends that there is no passive approach to smart beta: “Everything is active! Nothing is passive in the investment process.” Jen begs to differ, and she challenges Andrew to be careful about making promises. Cliff finds himself in the unusual position of being the peacemaker as he attempts to uncover similarities.

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 3 (SB)
Practical Applications
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Smart Beta Special Issue 2015
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Practical Applications of Alpha, Beta & the Blend
Andrew Ang, Clifford Asness, Jennifer Bender
Practical Applications Dec 2015, 3 (SB) DOI: 10.3905/pa.2015.3.sb.003

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Practical Applications of Alpha, Beta & the Blend
Andrew Ang, Clifford Asness, Jennifer Bender
Practical Applications Dec 2015, 3 (SB) DOI: 10.3905/pa.2015.3.sb.003
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    • BE CAREFUL ABOUT MAKING PROMISES
    • SEMANTICS
    • A MARKETING PLOY?
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