Bowes, Jordan; Ausloos, Marcel - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-30
Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to their supposed ability to … evidence enforcing this phenomenon. Extending the work of Glushkov ("How Smart are "Smart Beta" ETFs? …", 2016), we provide a …