SSRNOther
Smart Beta Investing Enhancement
Smart beta indices can be tailored to address sustainability biases while maintaining the Sharpe ratio, with a stronger ESG tilt correlating with improved sustainability, in contrast to the high emissions seen in Value and Quality factors.
Featured in No. 53 on 12 Jun 2024 · 1 day after release
- Released
- 11 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4860859
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