The ASI article mentions about the superiority of Smart Beta Strategies
Question # 00753656
Posted By:
Updated on: 03/13/2020 10:21 AM Due on: 03/13/2020

1.The ASI article mentions about the superiority of Smart Beta Strategies. Please explain why these they are better than those strategies in relation to simple CAPM.
2.The ASI article mentions that Smart-beta-ESG strategies would provide better investment performance. Do you agree to it? Why or why not?
3.Suppose that you are interested in replicating this Smart-beta-ESG strategy. Please suggest how you construct a portfolio with identified securities (including funds) and their portfolio weights. These securities must be tradable in international stock exchanges (such as those in HK, USA, Europe and Japan). Your solution should be supported with empirical evidence.

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Rating:
5/
Solution: The ASI article mentions about the superiority of Smart Beta Strategies