How Smart Beta Strategies Work in the Australian Market

Categories: General Market Analysis, Investment Management, Investor Education, Equity Investments

Country or region: Australia

With increasing interest in smart beta strategies in the Australian equity market, we examined the effectiveness of six well-known risk factors, size, value, low volatility, momentum, quality, and dividends, in the Australian equity market from Dec. 31, 2004, to Dec. 29, 2017.

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