In response to the limitations of cap-weighted indices, all Scientific Beta offerings stem from the same investment principles. The Smart Beta 2.0 framework provides the benefits of explicit risk control. The diversification of specific and unrewarded risks is a core part of the design of all of Scientific Beta's offerings. Not only does it reduce their specific volatility but it also improves their long-term risk-adjusted performance in comparison with traditional cap-weighted or non-diversified factor indices.
Overview
In response to the limitations of cap-weighted indices, all Scientific Beta offerings stem from the same investment principles. The Smart Beta 2.0 framework provides the benefits of explicit risk control. The diversification of specific and unrewarded risks is a core part of the design of all of Scientific Beta's offerings. Not only does it reduce their specific volatility but it also improves their long-term risk-adjusted performance in comparison with traditional cap-weighted or non-diversified factor indices.
Topics covered in the webinar include:
Slides
To receive the slides from the webinar, please click here.
Host
The webinar was hosted by Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta. Prior to joining EDHEC-Risk Institute, Eric Shirbini was a quantitative analyst at UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At BNP Paribas, Eric managed a team of analysts who were responsible for the Global Equity Research Database. Mr. Shirbini holds a BSc and PhD from University College London and an MBA from CASS Business School.
Date/Time
1 December, 2017 at 2.00pm CET.