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When we look at a planisphere, wherever we may be located in the world, the centre is where we are. In other words, the implicit conviction is that wherever one may be, one is always at the centre, which is the best position to be in.
Romain BOSCHER, Nicholas MELHUISH, Yasunori IWANAGA, Anthony HO, Alexandre DRABOWICZ, Sudeshna ANDRE
Smart Beta is the answer of asset management industry to some well know drawbacks of market capitalization-based equity indices as price noise, overrepresentation of large caps, absence of auto-corrective mean reversion mechanism.
Alessandro RUSSO, CFA
Head of Equity Quant Research at Amundi