Smarter Beta Investing: Dollar Neutral, Less Beta, and More Performance with Traditional and Sustainable Factors

Heiko Bailer

The Journal of Beta Investment Strategies2025https://doi.org/10.3905/jbis.2025.1.082article
AJG 1
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0.37

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https://doi.org/https://doi.org/10.3905/jbis.2025.1.082

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@article{heiko2025,
  title        = {{Smarter Beta Investing: Dollar Neutral, Less Beta, and More Performance with Traditional and Sustainable Factors}},
  author       = {Heiko Bailer},
  journal      = {The Journal of Beta Investment Strategies},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.3905/jbis.2025.1.082},
}

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Smarter Beta Investing: Dollar Neutral, Less Beta, and More Performance with Traditional and Sustainable Factors

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Evidence weight

0.37

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.16 × 0.4 = 0.06
M · momentum0.53 × 0.15 = 0.08
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.