As of April 22, 2013, EDHEC-Risk Institute has inaugurated its new smart beta index design and production activity, ERI Scientific Beta. This activity aims to revolutionise the index world through, firstly, a new approach to smart beta investing called Smart Beta 2.0, which enables investors to choose and control the risks of these new benchmarks, and secondly, total transparency on the methodologies and compositions of the indices available on the platform.
The Smart Beta 2.0 approach was summarised by Noël Amenc, CEO of ERI Scientific Beta, in an article in the Financial Times in February, which can be downloaded here. The full ERI Scientific Beta publication Smart Beta 2.0, can be downloaded here.
From April 22, ERI Scientific Beta has been offering 30 flagship indices free of charge on its www.scientificbeta.com platform. This new offer has been highlighted in separate articles in the Financial Times in March and April, both of which can be downloaded by clicking on the respective month.
ERI Scientific Beta also offers very sophisticated risk management functions for smart beta indices, whether it involves absolute or relative risks. Scientific Beta enables investors to construct their own benchmark online by taking account of the various risk selection and control criteria offered by the platform. This functionality is part of the Smart Beta 2.0 approach to genuine risk management for smart beta promoted by EDHEC-Risk Institute. Ultimately, the Smart Beta 2.0 approach available since April 22, 2013, will provide investors with a choice of 2,442 customised indices.
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