Choose Your Betas: Benchmarking Alternative
               
               Equity Index Strategies

Noël Amenc; Felix Goltz; Ashish Lodh

doi:10.3905/jpm.2012.39.1.088

Article

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: felix.goltz@edhec-risk.com

Ashish Lodh

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

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: ashish.lodh@edhec-risk.com

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 39, Issue 1

Fall 2012

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Choose Your Betas: Benchmarking Alternative Equity Index Strategies

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

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

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

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

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies
Nothing Lasts Forever (and Everywhere): Fundamental Indexation at the Global Level
Equity Portfolios with Improved Liability-Hedging Benefits
Dimensions of Diversification
Long-Term Rewarded Equity Factors: What Can Investors Learn from Academic Research?
Smart Beta Is Not Monkey Business
The Low-Correlation Enhancement: How to Make Alternative Beta Smarter
Towards Smart Equity Factor Indices: * Harvesting Risk Premia without Taking Unrewarded Risks
Smart Beta 2.0

Google Scholar

Main menu

User menu

Search

The Journal of Portfolio Management

Choose Your Betas: Benchmarking Alternative
Equity Index Strategies

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Choose Your Betas: Benchmarking Alternative Equity Index Strategies

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected

Choose Your Betas: Benchmarking Alternative
Equity Index Strategies