Financial Risk and Better Returns through Smart Beta Exchange-Traded Funds?

Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to their supposed ability to offer a better risk–return trade-off than traditionally structured passive indices. Yet, research covering the performance of SB ETFs benchmarked to traditional cap-weighted market indi...

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Bibliographic Details
Main Authors: Jordan Bowes, Marcel Ausloos
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Journal of Risk and Financial Management
Subjects:
Online Access:https://www.mdpi.com/1911-8074/14/7/283