Choose Your Betas: Benchmarking Alternative
               
               Equity Index Strategies

Noël Amenc; Felix Goltz; Ashish Lodh

doi:10.3905/jpm.2012.39.1.088

Choose Your Betas: Benchmarking Alternative
Equity Index Strategies

Noël Amenc, Felix Goltz and Ashish Lodh

The Journal of Portfolio Management Fall 2012, 39 (1) 88-111; DOI: https://doi.org/10.3905/jpm.2012.39.1.088

Noël Amenc

is a professor of finance at EDHEC Business School, director of the EDHEC Risk Institute, and CEO of ERI Scientific Beta in London, UK.

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For correspondence: noel.amenc@edhec-risk.com

Felix Goltz

is the head of applied research at the EDHEC Risk Institute and research director of ERI Scientific Beta in Nice, France.

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For correspondence: felix.goltz@edhec-risk.com

Ashish Lodh

is a quantitative analyst at ERI Scientific Beta in Nice, France.

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For correspondence: ashish.lodh@edhec-risk.com

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Choose Your Betas: Benchmarking Alternative
Equity Index Strategies

Noël Amenc, Felix Goltz, Ashish Lodh

The Journal of Portfolio Management Oct 2012, 39 (1) 88-111; DOI: 10.3905/jpm.2012.39.1.088

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Choose Your Betas: Benchmarking Alternative
Equity Index Strategies

Noël Amenc, Felix Goltz, Ashish Lodh

The Journal of Portfolio Management Oct 2012, 39 (1) 88-111; DOI: 10.3905/jpm.2012.39.1.088

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