In a new white paper entitled "Crowding Risk in Smart Beta Strategies," Scientific Beta's researchers have failed to find evidence that smart beta strategies have been adversely affected by a crowding ...
Is there a risk of factor‑based portfolios becoming crowded, with increasing popularity potentially leading to overpricing and lower future returns? Eric Shirbini from ERI Scentific Beta, Julien ...
Press Release - Boston, London, Nice, Paris, Singapore, Tokyo, May 12, 2020 Scientific Beta white paper examines crowding risk of smart beta strategies Thinking about the economic rationale behind a ...