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How to Allocate Smartly to Smart Beta

Takeaway versus Home-Cooked Investing

Nicolas Rabener
10 min read
3 Jun 2019

SUMMARY

  • Single factor excess returns are attractive over the long-term, less in the short-term
  • Comparing popular asset allocation models does not highlight one superior methodology
  • Multi-factor portfolios generated excess returns in two out of three regions since 2008

INTRODUCTION

Obesity rates in countries like the US or New Zealand are north of 30%, which increases health issues such as diabetes and effectively reduces life expectancy. The citizens of these countries should do everything within their powers to reduce their daily calorie intake.

Unfortunately, new companies like Uber Eats are making it more convenient to order takeaway food, which tends to be less healthy, more expensive, and contain more calories than when cooking at home.

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