This webinar presents new risk management tools that use the diversity of business models across firms to extract information on a portfolio’s exposure to shifts in the globalisation regime. It explains how a new methodology for constructing indices allows investors to position their portfolio so that it reacts either positively or negatively to shocks to global trade.
Overview
Over the past decades, corporate profits have benefited from increased globalisation. Trade liberalisation has helped companies access new markets, tap cost advantages and harness the benefits of specialisation in core areas of expertise. But changes in trade policy, the pandemic, and increasing geopolitical tensions have led to a major shift away from globalisation.
Such shifts create winners and losers in the stock market. Investors need to consider how they are exposed through their equity portfolio and whether their exposure aligns with their views on globalisation trends.
In this webinar, we present new risk management tools that use the diversity of business models across firms to extract information on a portfolio’s exposure to shifts in the globalisation regime. We explain how a new methodology for constructing indices allows investors to position their portfolio so that it reacts either positively or negatively to shocks to global trade.
Topics covered include:
Hosts
Felix Goltz, PhD, is Research Director at Scientific Beta and associate researcher at EDHEC Business School. He has been with Scientific Beta since inception. He 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, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and 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.
Dimitris Korovilas, PhD, is an Investment Specialist in the Business Development Division of Scientific Beta. Prior to joining Scientific Beta in 2019, he held a Vice President position in the Investment Strategies division of investment bank Citigroup. He has worked on a range of topics including equity factor indices, multi-asset risk premia, portfolio construction and volatility-based strategies. He holds a PhD in finance from the ICMA Centre, Henley Business School in the UK and a Master’s degree from the same school. His doctoral research has appeared in international academic journals.
Date/Time:
Tuesday, October 18, 2022 at 4pm CEST / 3pm BST.