Rob Arnott

  • Research Affiliates, LLC, based on data from CRSP:Compustat and Worldscope: Datastream

    Did smart beta go ‘horribly wrong’?

    February 2023 (Magazine)

    In 2016, we published a paper titled ‘How can ‘smart beta’ go horribly wrong?’, the first in a series on the future of factor investing and other forms of so-called smart beta. Did smart beta go horribly wrong? Yes and no.