Tag «ERI Scientific Beta»

ERI Scientific Beta launches an integrated Long/Short offering

ERI Scientific Beta, the smart beta index provider, has announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5). The objective of the index is to seek exposure to long-term rewarded factors and a reduction in non-rewarded risks, which associates …

ERI Scientific Beta releases a series of single narrow high factor exposure indices

ERI Scientific Beta has announced the commercialisation of a new series of single narrow high factor exposure indices. These narrow smart factor indices have strong exposure to the desired factor tilt but are nevertheless well diversified through the application of a multi-strategy weighting scheme, thus remaining consistent with the Smart Beta 2.0 approach developed by …