The objective of this webinar is to introduce a new ERI Scientific Beta approach with the objective of maximising exposure to the long-term rewarded equity factors in a ‘top-down’ framework, in a robust and well-diversified manner.
Overview
With the provision of smart factor indices that take into account potential negative interactions between factors, ERI Scientific Beta enables the implementation of 'top-down' multi-factor allocations that reconcile a high level of diversification for each factor sleeve, with high overall factor intensity.
Within this framework, ERI Scientific Beta recently launched a series of Multi-Beta Multi-Strategy Diversified Max Factor Exposure Indices.
These indices are part of our Multi-Beta Multi-Strategy Solutions offering, which aims to meet an investor's particular objective, which here will be maximisation of the factor intensity, namely the sum of its benchmark's factor exposures.
To achieve this, Scientific Beta's Multi-Beta Multi-Strategy Diversified Max Factor Exposure index dynamically allocates across single-factor indices in order to retain diversification benefits and obtain maximum exposure while maintaining balance across factors and reasonable diversification levels.
The aim of this webinar is to introduce a new ERI Scientific Beta approach with the objective of maximising exposure to the long-term rewarded equity factors in a 'top-down' framework, in a robust and well-diversified manner.
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 May, 2017 at 5.00pm CET / 11.00am EST.