Smart Beta
topic on 1 show · 4 statements across 4 episodes
4 statements about Smart Beta, every show
Passive smart beta beats benchmark Sharpe ratios across EM asset classes
“You can absolutely build something passive that will get you a higher sharp ratio than the underlying index. I have no doubt about that. And I have very little doubt about it, although we haven't done it specifically for the other asset classes. It may have a …”
Martin Refuses Meetings for Factor Risk and Smart Beta Products
“One of the ways we do that is we don't go to any conferences. Another way we do that is we don't meet with any firms that are trying to sell us, you know, factor risk or smart beta or any of those things”
Investors using smart beta to beat the market will end up disappointed
“Those who are in it because it's a good commercial opportunity, Intermediaries or in it because they think, Hey, this is a new way to beat the market are going to create a self disappointing experience.”