Strategy Note /
Global

Smart Beta vs Alpha + Beta

    Nicolas Rabener
    Nicolas Rabener

    Managing Director

    FactorResearch
    17 April 2021
    Published by
    1. Investment portfolios can be simplified by separating alpha from beta
    2. Alpha + beta portfolios offer higher risk-adjusted returns than smart beta
    3. The main hurdle for better portfolios is investor behavior, not a lack of products