APPLIED RESEARCH WHITEPAPER
Arrow_Blue_Orange.pngWhat’s in a Name? In the Case of Smart Beta, it's Hard to Tell


Do ETF buyers, especially those seeking smart beta strategies, really know what they are getting? Is it alpha? In this paper, we focus on a few types of smart beta portfolios in order to highlight similarities and differences driven by methodology. Our results suggest a number of conclusions about how investors should be thinking about the proliferation of smart beta portfolios.



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Arrow_Blue_Green.pngWhat’s in a Name? In the Case of Smart Beta, it's Hard to Tell


Do ETF buyers, especially those seeking smart beta strategies, really know what they are getting? Is it alpha? In this paper, we focus on a few types of smart beta portfolios in order to highlight similarities and differences driven by methodology. Our results suggest a number of conclusions about how investors should be thinking about the proliferation of smart beta portfolios.


Authors: 





Sebastian Ceria, PhD
Founder & CEO
Melissa Brown, CFA
Managing Director
Applied Research
Ian Webster
Senior Managing Director
Chief of Staff
Head of Corporate
Robert Stubbs, PhD
Executive Director
Strategic Innovation