---
title: Smart Beta ETFs & Increased Flow Sensitivity to Multi-Factor Alphas
url: https://www.ml-quant.com/papers/ssrn/4620486/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4620486
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4620486
featured: 2023-11-02
citations: unknown
topic: Portfolio & Allocation
---


# Smart Beta ETFs & Increased Flow Sensitivity to Multi-Factor Alphas

Smart beta ETFs trading activity significantly impacts mutual fund flow sensitivity, especially in funds with high nonmarket risk factor exposure.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4620486
- Identifier: SSRN 4620486
- Released: 2023-11-01
- First featured: Quant Letter No. 24 (2023-11-02): https://www.ml-quant.com/issues/2023-11-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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