Scientific Beta
Find out how state-of-the-art risk management and evidence-based portfolio construction help benchmark-constrained investors achieve reliable outcomes.Overview
Most institutional investors hold cap weight as their core equity exposure. It is liquid, easy to implement, and feels like the neutral choice. But neutral is not the same as optimal.
The key question is not whether to deviate from cap weight, but how to use your tracking error (TE) budget most effectively.
Find out how state-of-the-art risk management and evidence-based portfolio construction help benchmark-constrained investors achieve reliable outcomes.
Join our webinar on 28 April as we walk through a practical framework to help institutional investors deploy their risk budget across a range of constraints and objectives:
- If you operate with a tight TE budget: how an Enhanced Cap-Weight approach can improve traditional market-cap benchmarks while maintaining disciplined risk control
- If your TE budget gives you more room: what a Market-Focused Multi-Factor approach can deliver by targeting similar sector allocation and market beta while staying close to the market-cap benchmark
- If want to integrate ESG considerations: how to address sustainability objectives through fact-based and transparent metrics
We will illustrate these approaches with practical examples relevant across the risk budget spectrum.
Register now to explore an approach that dynamically balances between the market-cap benchmark and a target portfolio designed to achieve specific performance and sustainability objectives.
Speakers
Vera Cady is Senior Investment Specialist for Europe at Scientific Beta. She has over 15 years of experience in sustainability and quantitative Equity investment strategies, with expertise spanning research, product management, and client advisory. Before joining Scientific Beta, she served as Senior Director of Product Management at STOXX. Previously, she spent 11 years at FTSE Russell and 3 years at Nomura International plc, focusing on research and product management in quantitative finance. Vera holds a Bachelor's degree in Mathematical and Computer Modelling from the University of West Bohemia (Czech Republic).
Felix Goltz, PhD, is Research Director at Scientific Beta. He has been with Scientific Beta since inception. He 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, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and 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
Tuesday, 28 April, 2026 at 4pm CEST / 3pm BST / 10am US & Canada Eastern Time.
Registration
To watch the webinar replay, please visit the dedicated registration page.
If you are located in ANZ or APAC, we recommend that you register for the session that was held on 7 May, 2026 for which you will find more information here.