Watch the video playback of the first in a series of complimentary webinars organised by ERI Scientific Beta, on the theme of "Choose Your Smart Beta", examining how to measure and select the risks of a smart beta investment. The webinar notably discusses the following topics: Systematic risk and strategy specific-risk of smart beta equity strategies; Beyond embedded solutions: risk control in new forms of equity indices; Controlling relative performance risk.
Overview
The webinar covered:
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
2 July, 2013 at 2.00pm CET / 8.00am EST.