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EDHEC-Risk Institute publication shows that smart beta risks can be controlled while benefitting from smart beta performance

A new EDHEC-Risk Institute publication entitled “Risk Allocation, Factor Investing and Smart Beta: Reconciling Innovations in Equity Portfolio Construction,” drawn from the Amundi ETF & Indexing research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies,” shows that it is possible to reconcile the performance of smart beta with control over the risk of the investment.