Smart beta strategies have been one of the strongest growth areas in investment management over the past decade. Such strategies have also drawn fierce criticism from providers of both traditional active management and traditional passive management. Smart beta providers are not only responding to such criticism, but have been vocal about the benefits of their respective approaches, without necessarily agreeing with each other. Such debates have the potential to clarify the issues at hand by discussing the facts. Unfortunately, however, by often recurring to superficially convincing arguments that may not align well with the facts, such debates have also led to a number of misconceptions. Misconceptions about smart beta have arisen in different areas, such as performance drivers, investability issues and strategy design choices. The objective of this webinar is to review ten common claims about smart beta and analyse the underlying misconceptions.
Overview
Smart beta strategies have been one of the strongest growth areas in investment management over the past decade. Such strategies have also drawn fierce criticism from providers of both traditional active management and traditional passive management. Smart beta providers are not only responding to such criticism, but have been vocal about the benefits of their respective approaches, without necessarily agreeing with each other.
Such debates have the potential to clarify the issues at hand by discussing the facts. Unfortunately, however, by often recurring to superficially convincing arguments that may not align well with the facts, such debates have also led to a number of misconceptions. Misconceptions about smart beta have arisen in different areas, such as performance drivers, investability issues and strategy design choices.
The objective of this webinar was to review ten common claims about Smart Beta and analyse the underlying misconceptions.
Topics covered include:
Slides
To receive the slides from the webinar, please click here.
Host
The webinar was hosted by Felix Goltz, Head of Applied Research at EDHEC-Risk Institute and Research Director at ERI Scientific Beta. Dr. Goltz carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks. He obtained a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.
Date/Time
30 June, 2016 at 5.00pm CET / 11.00am EST.