Scientific Beta's satellite indices are designed to offer the right conditional short-term performance following a shock to a thematic risk, such as a pandemic outbreak, a shock on global trade or unexpected inflation shocks. They allow investors to benefit from the results of their tactical risk choices while ensuring that the index conserves the right conditionality (and therefore the outperformance) when the risk pays off and accepting negative conditional performance when the condition does not occur.
Overview
Scientific Beta has designed its offerings in a Core Satellite approach, differentiating the core benchmarks, that represent an investor’s strategic allocation, from the satellite, that represents tactical deviations with respect to this allocation.
Scientific Beta proposes robust alternatives to traditional cap-weighted indices that meet investors’ strategic objectives, with the design being based on rigorous and consensus-based research results. For its Satellite offering, Scientific Beta offers indices allowing investors to benefit from the results of their tactical risk choices while ensuring that the index conserves the right conditionality (and therefore the outperformance) when the risk pays off and accepting negative conditional performance when the condition does not occur.
This webinar shows how satellite indices are designed to offer the right conditional short-term performance following a shock to a thematic risk, such as a pandemic outbreak, a shock on global trade or unexpected inflation shocks.
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, September 20, 2022 at 4pm CEST / 3pm BST.