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- W2769897911 abstract "<b>Overview</b> Investors who still believe that a bold market cap-weighted portfolio always beats the less sexy quantitative approach to passive, diversified investing may be surprised by the results of new research showing that diversification-based beta, or “naïve beta,” outperforms the <b>S&P 500 Index</b>. Authors <b>Edward Qian</b>, <b>Nicholas Alonso</b> and <b>Mark Barnes</b> (Director), all of <b>PanAgora Asset Management</b>, examine four types of naïve beta—equally weighted, minimum variance, maximum diversification and risk parity—and find that the risk-parity portfolio offers the best diversification and the lowest turnover. “We’d like to remind people that in investing, ‘smart’ doesn’t always mean ‘good performance’, and ‘naïve’ can be a winning strategy,” says co-author Edward Qian." @default.
- W2769897911 created "2017-12-04" @default.
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- W2769897911 date "2015-12-31" @default.
- W2769897911 modified "2023-09-25" @default.
- W2769897911 title "Practical Applications of The Triumph of Mediocrity:A Case Study of Naïve Beta" @default.
- W2769897911 doi "https://doi.org/10.3905/pa.2015.3.sb.137" @default.
- W2769897911 hasPublicationYear "2015" @default.
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