Cazalet, Zelia; Grison, Pierre; Roncalli, Thierry - Volkswirtschaftliche Fakultät, … - 2013
In this article, we consider smart beta indexing, which is an alternative to capitalization-weighted (CW) indexing. In …: tracking difference risk and tracking error risk. Smart beta investors then have to a puzzle out the trade-off between … return components of smart beta indexes. …