While investors consider robustness a crucial feature of smart beta strategies in equity investing, 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 the robustness of smart beta strategies. This webinar shows how performance reporting of smart beta strategies can be enhanced through a measurement of robustness, including the frequency of over- and underperformance, conditional performance analysis, and performance attribution methods.
Overview
While investors consider robustness a crucial feature of smart beta strategies in equity investing, 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 the robustness of smart beta strategies.
The webinar showed how performance reporting of smart beta strategies can be enhanced through a measurement of robustness, including the frequency of over- and under-performance, conditional performance analysis, and performance attribution methods, and addressed the following questions:
The webinar also presented a range of analytics to measure robustness which have been developed by ERI Scientific Beta.
Host
The webinar was hostsed by Eric Shirbini, Global Product Specialist at ERI Scientific Beta. Prior to joining EDHEC-Risk Institute, Eric Shirbini was a quantitative analyst at UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At BNP Paribas Eric managed a team of analysts who were responsible for the Global Equity Research Database. Mr. Shirbini holds a BSc and PhD from University College London and an MBA from CASS Business School.
Date/Time
28 September, 2015 at 3.00pm CET / 9.00am EST.