Is Smart Beta Still Smart under the Lens of the Diversification Return?
Wenguang Lin and Gary C. Sanger
The Journal of Portfolio Management November 2020, jpm.2020.1.180; DOI: https://doi.org/10.3905/jpm.2020.1.180
Wenguang Lin
is an assistant professor in the Ancell School of Business at Western Connecticut State University in Danbury, Connecticut
Gary C. Sanger
is the William H. Wright Jr. Endowed Chair for Financial Services in the E.J. Ourso College of Business at Louisiana State University in Baton Rouge, Louisiana
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The Journal of Portfolio Management
Vol. 48, Issue 5
April 2022
Is Smart Beta Still Smart under the Lens of the Diversification Return?
Wenguang Lin, Gary C. Sanger
The Journal of Portfolio Management Sep 2020, jpm.2020.1.180; DOI: 10.3905/jpm.2020.1.180