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Latest News - Elisabetta Basilico

Investing in smart beta: the impact of transaction costs

Elisabetta Basillico delves into the latest academic research to examine the after-transaction cost performance of factor investing strategies.

The smart beta big question: to tilt or not to tilt?

Combining robust factors that are uncorrelated is the way forward reveals quant expert Elisabetta Basilico.

Taking the smart beta plunge? Follow these golden rules

From torturing data to false discoveries, quant expert Elisabetta Basilico reveals the pitfalls to avoid when delving into factor investing.