Advisor Perspectives has run a story under the title Bill Sharpe: "Smart beta makes me sick". Since smart beta looks like it is going to be around for a while, Bill is likely to keep suffering for some time – if the story quotes his views correctly. But what seems to be causing Bill Sharpe […]
Rolf Banz spent his career in the investment industry in the US, the UK and, most recently, in Switzerland. To older people, he is known as the "father of the small firm effect". This weblog consists of a series of essays and shorter pieces on a range of issues at the intersection of institutional investment and investment theory. Please see this post for a description of the objectives of the weblog and the About page for further information on the author and the site.
Bill Sharpe’s dim views on smart beta
By Rolf on 25 May 2014
Advisor Perspectives has run a story under the title Bill Sharpe: "Smart beta makes me sick". Since smart beta looks like it is going to be around for a while, Bill is likely to keep suffering for some time – if the story quotes his views correctly. But what seems to be causing Bill Sharpe […]
Posted in Comments/ramblings | Tagged CAPM, Smart beta