Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Daniel Ung

doi:10.3905/jii.2017.8.1.006

Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Daniel Ung

The Journal of Beta Investment Strategies Summer 2017, 8 (1) 6-18; DOI: https://doi.org/10.3905/jii.2017.8.1.006

Daniel Ung

is the director of Global Research & Design at S&P Dow Jones Indices in London, U.K

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Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Daniel Ung

The Journal of Beta Investment Strategies May 2017, 8 (1) 6-18; DOI: 10.3905/jii.2017.8.1.006

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Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Daniel Ung

The Journal of Beta Investment Strategies May 2017, 8 (1) 6-18; DOI: 10.3905/jii.2017.8.1.006

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