While investors consider robustness a crucial feature of smart beta strategies, index providers typically offer little, if any, measurable insight on this issue. ERI Scientific Beta has developed a range of analytics to measure robustness, and tools to improve robustness of smart beta strategies. The webinar looked at how to measure the robustness of smart beta strategies, the sources of outperformance and risks, and how to improve robustness.
Overview
While investors consider robustness a crucial feature of smart beta strategies, index providers typically offer little - if any - measurable insight on this issue. ERI Scientific Beta has developed a range of analytics to measure robustness, and tools to improve robustness of smart beta strategies.
This 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
18 June, 2014 at 3.00pm CET / 9.00am EST.