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Burt Malkiel, once against “smart beta”, is finally embracing it

1 点作者 shamino将近 8 年前
https:&#x2F;&#x2F;www.nytimes.com&#x2F;2017&#x2F;06&#x2F;22&#x2F;business&#x2F;burton-malkiel-investment-stock-index-funds.html?rref=collection%2Ftimestopic%2FStewart%2C%20James%20B.&amp;action=click&amp;contentCollection=timestopics®ion=stream&amp;module=stream_unit&amp;version=latest&amp;contentPlacement=1&amp;pgtype=collection<p>To be clear, it&#x27;s not the same &quot;smart beta&quot; like Personal Capital, where each industry is weighted equally, in an attempt to sell you on &quot;diversifying the risk&quot;.<p>The punchline: &quot;A large and growing body of academic research suggests there are market anomalies that can be exploited to beat a strict index approach&quot;<p>More context: &quot;Burton Malkiel, a Princeton economics professor, made an assertion that was startling at the time: that &#x27;a blindfolded monkey throwing darts at the stock listings could select a portfolio that would do just as well as one selected by the experts&#x27;...Maybe the experts can beat the monkeys after all. That is, if the experts are software engineers writing sophisticated algorithms for computer-generated trading.&quot;

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