A study conducted by Morningstar, summarized in a recent article by the firm’s Alex Bryan, CFA, attempts to determine whether investors can duplicate strategic-beta fund performance with a combination of…
Tag: Strategic Beta
Asness and Arnott Talk Market Timing, Smart Beta and Behavioral Biases
Maybe not always. At least that was the upshot of a debate between Cliff Asness of AQR and Rob Arnott of Research Affiliates, panelists at the recent Morningstar conference in…