What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Daniel Ung; Priscilla Luk

doi:10.3905/jii.2016.7.1.049

What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Daniel Ung and Priscilla Luk

The Journal of Beta Investment Strategies Summer 2016, 7 (1) 49-77; DOI: https://doi.org/10.3905/jii.2016.7.1.049

Daniel Ung

is the director of Global Research & Design at S&P Dow Jones Indices (Europe, Middle East and Africa) in London, U.K.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: daniel.ung@spdji.com

Priscilla Luk

is the senior director of Global Research & Design at S&P Dow Jones Indices (Asia Pacific) in Hong Kong.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: priscilla.luk@spdji.com

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Beta Investment Strategies

Vol. 7, Issue 1

Summer 2016

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Index Investing.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Message Subject (Your Name) has sent you a message from The Journal of Index Investing

Message Body (Your Name) thought you would like to see the The Journal of Index Investing web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Daniel Ung, Priscilla Luk

The Journal of Beta Investment Strategies May 2016, 7 (1) 49-77; DOI: 10.3905/jii.2016.7.1.049

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Daniel Ung, Priscilla Luk

The Journal of Beta Investment Strategies May 2016, 7 (1) 49-77; DOI: 10.3905/jii.2016.7.1.049

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Mind the Gap: On the Importance of Understanding and Controlling Market Risk in Smart Beta Strategies
A Tale of Two Low Volatility Indexes
Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Google Scholar

Main menu

User menu

Search

The Journal of Index Investing

What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

What Is in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected