Proper incorporation of climate change issues into portfolio management requires attention
to firm-level greenhouse gas emissions. Since value chain emissions make up the largest …

At the outset, smart beta was conceived as a response to two drawbacks of broad-market,
capitalization-weighted (hereafter, market-cap) indices. The first drawback is that such …

In this article, the authors compare different approaches for constructing multifactor equity
portfolios: bottom-up score-weighting approaches that target high-factor intensity and top-…

The recent update of the EU Benchmark Regulation mandates the use of enterprise value
rather than revenues as the denominator for the computation of carbon intensity. The regulator’…

… Frédéric Ducoulombier … Frédéric Ducoulombier is Associate Professor of Finance at
EDHEC-Risk Institute and Corporate Director at ERI Scientific Beta. He has most recently co-authored …

… FRÉDÉRIC DuCOuLOmBIeR reports on what sovereign wealth professionals think about
the investment and risk practices of their funds in an article drawn from eDHeC-Deutsche …

Risk infuses everything we do so it goes almost without saying (but I’ll say it anyway) that risk
and retirement are highly intertwined topics. If we define what retirement researchers and …

In terms of exchange traded funds (ETFs), systemic risk refers to the possibility of an ETF-specific
crisis spilling over to the wider financial system. A few key concerns have been voiced. …

The vast majority of European exchange-traded funds (ETFs) are managed within the UCITS
framework and as such have the same levels of security and the same risks as any UCITS …

A number of smart-beta indices have been marketed as tools for investors to tilt their
portfolios toward factor exposures, such as size, value, low volatility and momentum, while …