The webinar provided participants with an in-depth appreciation of the concepts and techniques underlying the new multi-beta multi-strategy benchmark offerings in the equity universe. It looked at the distinction between "beta" (choice of risk factors) and "smart" (the right extraction of the risk premia through well-constructed strategies), reaping diversification benefits by allocating across smart beta strategies and across factor tilts, and the implementation of portfolios that allocate across smart beta indices: managing capacity, liquidity, and turnover.
Overview
The webinar was an intensive session that provided participants with an in-depth appreciation of the concepts and techniques underlying the new multi-beta multi-strategy benchmark offerings in the equity universe and the use of the open smart beta index platform created (www.scientificbeta.com).
The webinar looked at the following topics:
Host
The webinar was hosted by Dr. Felix Goltz, Research Director at ERI Scientific Beta, and Head of Applied Research at EDHEC-Risk Institute. 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
22 April, 2014 at 3.00pm CET / 9.00am EST.