The financial crisis of 2008, got investment managers to study alternate methods of portfolio
construction by focusing on optimisation of risk distribution. In this paper, we introduce a new …

Purpose This study aims to examine whether tracking Smart Beta (SB) indices during
bullish, bearish and stagnant market phases is a better choice for passive investors …

Investors are exploring new ways to navigate the constantly changing equity markets in
emerging economies. Smart beta strategies, which use rule-based algorithms to boost …

We employ a methodology to construct multi-beta multi-strategy (MBMS) indices for the
Brazilian equity market that can diversify the exposure to multiple rewarded risk factors and …

In this chapter, we explore the profound influence of artificial intelligence (AI) in the areas of
finance and economics. We focus on the forefront sectors of applying AI in finance and …

Index-funds are one of the most popular investment vehicles among investors, with total
assets indexed to the S&P500 exceeding $8.7 trillion at-the-end of 2016. Recently …

This paper examines various risk-efficient solutions that enable investors to optimize their
risk-return profile in comparison to the traditional market-capitalization index. Investment …

Purpose: This paper empirically analyses the performance of smart beta exchange traded
funds (ETFs) through the absolute return, relative return, and risk-adjusted return over the …

Portfolio optimization and deciding which stocks deserve to be included in the investment
portfolio and how to allocate capital are complex issues. Theoretically, the selection of the …

Purpose: This paper empirically analyses the performance of smart beta exchange traded
funds (ETFs) through the absolute return, relative return, and risk-adjusted return over the …