Smart currency hedging for smart beta global equities
S De Boer - The Journal of Investing, Winter, 2016 - papers.ssrn.com
We investigate whether structurally hedging the currency risk of global equity products
benefits long-term investors. Based on a 35 year back-test of 3 smart beta strategies from 6 …
benefits long-term investors. Based on a 35 year back-test of 3 smart beta strategies from 6 …
A Taxonomy of Beta Based on Investment Outcomes
S De Boer, M LaBella… - The Journal of Index …, 2016 - search.proquest.com
As the population of smart beta products has exploded, the quest to differentiate among
them has focused on portfolio construction. The authors of this article aim to shift the …
them has focused on portfolio construction. The authors of this article aim to shift the …