Access the video playback of a complimentary webinar organised by ERI Scientific Beta on the theme of "Where Does Smart Beta Performance Come From? Neither Alpha nor Malkiel's Monkey", examining the following topics: Are all smart beta indices equal in terms of risk exposures and performance?; Is smart beta performance really explained by rebalancing?; What is the role of diversification?; Can momentum and low volatility indices complement value and small-cap tilts?; What is the impact of sector risk in different smart beta strategies?
Overview
The webinar examined 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
30 January, 2014 at 3.00pm CET / 9.00am EST.