Contextualizebeta

alternative beta

noun

Etymology

Actually a quarter of a decade older than the marketing-like smart beta, though of course thereafter compared to this term, building on 1990s research into hedge fund exposures. The first exchange-traded funds with such factors became investable in the mid-2010s, which necessarily combines active with passive management elements, given its definition of avoiding index risk.

Definitions

  1. A portfolio management strategy that seeks to avoid sensitivity to systematic risk of the…

    A portfolio management strategy that seeks to avoid sensitivity to systematic risk of the market by adding other (although diversified) systematic market factors than those having known correlations to the chart, exploiting mispricing understood as behavioral effects, risk premiums, illiquidity, currency risks, interest risks, liability risks, regulatory risks, demographic risks, war risks etc.

The neighborhood

Vish — recursive loop

No curated loop yet for alternative beta. Loops are being traced one word at a time while the ingestion pipeline matures.

sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA