Designing Smart Beta Portfolios (PART 2): The Role of Factor Models and Technology Considerations

Charles River recently discussed how Smart Beta products can improve portfolio diversification, minimise undesirable correlation risk, and deliver better risk-adjusted performance. This article continues the discussion, focusing on the pivotal role of factor models in designing these innovative products, and technology considerations for firms managing Smart Beta portfolios.

Read Part 1 – Designing Smart Beta Portfolios: Challenges and Considerations