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.
Felix Goltz
is the head of applied research at the EDHEC Risk Institute and research director of ERI Scientific Beta in Nice, France.
Ashish Lodh
is a quantitative analyst at ERI Scientific Beta in Nice, France.
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Choose Your Betas: Benchmarking Alternative
Equity Index Strategies
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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