The most common strategies using risk factor approaches are found on the opposite ends of
the complexity spectrum: simple, long-only equity factor strategies (ie, smart beta) and …

In this study, the performance of the indexes constructed via fundamental values​​ which
are among the alternative indexing strategies, and the performance of the capitalization …

Sermaye Varlıkları Fiyatlama Modeli ile ortaya konulan pazar portföyü, kapitalizasyon
ağırlıklı olması nedeni ile yüksek fiyatlı hisse senetlerine daha fazla düşük fiyatlı hisse …

This paper examines the performance of GDP-weighted indexes relative to their cap-
weighted equivalents after adjusting for Size, Value, Momentum, Betting-Against-Beta …

We examine the performance of risk-optimization techniques on equity style portfolios. To
form these portfolios, also called Strategic Beta factors by practitioners and data providers …

We examine the performance of Strategic Beta on investment style portfolios instead of
individual stocks. This method simplifies the allocation and reduces the errors in the …