Tag Archives: Australian factor indices

Aug 6, 2020

What’s inside the S&P DJI Australian Factor Indices?

In our paper, How Smart Beta Strategies Work in the Australian Market, our studies indicated that most factor indices in Australia exhibited distinct return characteristics during up and down markets. Indeed, different factor indices also displayed unique style and industry factor exposures, resulting in factor index performance differentials over the long term. In this blog,…

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