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4An ERI Scientific Beta Publication — The Dimensions of Quality Investing: High Profitability and Low Investment Smart Factor Indices — July 2015Copyright © 2015 ERI Scientific Beta. All rights reserved. Please refer to the disclaimer at the end of this document.About the AuthorsNoël Amenc is professor of finance at EDHEC Business School, director of EDHEC-Risk Institute and CEO of ERI Scientific Beta. He has conducted active research inthe fields of quantitative equity management, portfolio performance analysis, andactive asset allocation, resulting in numerous academic and practitioner articlesand books. He is on the editorial board of the Journal of Portfolio Managementand serves as associate editor of the Journal of Alternative Investments and theJournal of Index Investing. He is a member of the scientific board of the Frenchfinancial market authority (AMF), the Monetary Authority of Singapore FinanceResearch Council and the Consultative Working Group of the European Securitiesand Markets Authority Financial Innovation Standing Committee. He co-headsEDHEC-Risk Institute’s research on the regulation of investment management.He holds a master’s in economics and a PhD in finance.Felix Goltz is Research Director, ERI Scientific Beta, and Head of Applied Researchat EDHEC-Risk Institute. He carries out research in empirical finance and assetallocation, with a focus on alternative investments and indexing strategies. Hiswork has appeared in various international academic and practitioner journalsand handbooks. He obtained a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the Universityof Bayreuth and EDHEC Business School.Kumar Gautam is a Quantitative Analyst at ERI Scientific Beta. He does researchon portfolio construction, focusing on equity indexing strategies. He has a Masterof Science in Finance from EDHEC Business School, France. He has previouslyworked as a financial journalist with Outlook Money, a finance magazine basedin India.Nicolas Gonzalez is a Senior Quantitative Analyst at ERI Scientific Beta. Hecarries out research on equity and portfolio construction. He holds a MSc inStatistics from the Ecole Nationale de la Statistique et d’Analyse de l’Information(ENSAI) with majors in Financial Engineering and Risk Management as well as abachelor in Economics and Finance. From 2008 to 2012, Nicolas was a QuantitativePortfolio Manager at State Street Global Advisors on European Equities. Prior tothat, he was a Research Analyst at the European Central Bank.
An ERI Scientific Beta Publication — The Dimensions of Quality Investing: High Profitability and Low Investment Smart Factor Indices — July 2015Copyright © 2015 ERI Scientific Beta. All rights reserved. Please refer to the disclaimer at the end of this document.5Introduction
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