This recording of a complimentary webinar organised by ERI Scientific Beta looks at: the main criticism of cap-weighted indices as a starting point for smart beta offerings; the Scientific Beta Diversification Strategy Indices (Maximum Deconcentration, Diversified Risk Weighted, Maximum Decorrelation, Efficient Minimum Volatility, and Efficient Maximum Sharpe Ratio strategies); long-term track records and robustness of outperformance; risks and risk factor exposures of smart beta strategies; being smart about implementation of smart beta portfolios (managing capacity, liquidity and turnover).
Overview
The webinar covered the following topics:
Host
The webinar was hosted by 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
12 February, 2014 at 3.00pm CET / 9.00am EST.