Edhec Launches 72 Smart-Beta Indexes

June 25, 2014

Edhec Research Institute’s ETF arm, ERI Scientific Beta, launched 72 smart-beta indexes on April 30, dubbing the offering the Multi-Beta Multi-Strategy Indices.

These smart-beta indexes seek to avoid overconcentration and exposure to systematic risk, both downfalls of market-capitalization-weighted indexes, by following strategies reflecting value, momentum, size and low volatility to ensure diversification.

The Multi-Beta Multi-Strategy Indices include two weighting approaches: equal weight or equal risk contribution—the latter of which targets tracking error and ensures no strategy outweighs the other.

First launched in February 2014, Edhec’s Scientific Beta platform, to which the newly launched indexes belong, now offers more than 3,000 smart-beta indexes.

 

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