BNP Paribas / UBS / ERI Scientific Beta / 3M / Nomura International / Consultative Working Group / /
Continent
North America / Europe / /
Country
France / United States / /
Facility
Paris VI University / University of Nice / University of Bayreuth / University College London / Columbia University / University of California at Berkeley / EDHEC-Risk Institute / Indian Institute of Technology / University of Nice Sophia-Antipolis / About EDHEC-Risk Institute / /
Columbia University / University of California / University College London / About EDHEC-Risk Institute / EDHEC-Risk Institute / University of Nice / University of Bayreuth / CASS Business School / Ecole Polytechnique / Monetary Authority of Singapore Finance Research Council / European Securities and Markets Authority Financial Innovation Standing Committee / EDHEC Business School / Indian Institute of Technology / US Treasury / University of Nice Sophia-Antipolis / /
Person
Ashish Lodh / Romain Deguest / Lionel Martellini / Max Drawdown / Felix Goltz / /
Position
scientific director / quantitative analyst / chief executive officer / Global Product Specialist / senior research engineer / Head / Senior Quantitative Analyst / professor of finance / Indexing Research Chair / director / Executive / associate editor / Head of Applied Research / /
Product
Smart Beta / Beta / /
ProvinceOrState
California / /
PublishedMedium
Journal of Finance / The Journal of Finance / Journal of Financial Economics / /
An EDHEC-Risk Institute Publication Risk Allocation, Factor Investing and Smart Beta: Reconciling Innovations in Equity Portfolio Construction