Scientific Beta

Complimentary webinars organised by ERI Scientific Beta on the themes of "Choose Your Smart Beta" and "Understanding Scientific Beta Smart Beta Offerings".

As part of its policy of transferring know-how to the industry, EDHEC-Risk Institute has set up ERI Scientific Beta, a new initiative to promote greater transparency not only of the benefits, but also of the risks and limitations of new forms of weighting equity indices.

ERI Scientific Beta wants to change practices in the index industry with its "More for Less" initiative. Overall, the idea is to offer more transparency, more choice and more risk analysis at lower cost in the area of smart beta indices. Since April 22, 2013, ERI Scientific Beta has notably been allowing investors to access 2,442 smart beta indices with full transparency and in the best economic conditions in the market. These smart beta indices are representative of the academically-proven diversification/deconcentration strategies. They are available on the Scientific Beta platform.

Since we believe that smart beta is a new frontier for the investment industry, research and education on this subject are a core part of ERI Scientific Beta's strategy. That is why we are inviting interested parties to participate in a series of complimentary webinars on the subject of smart beta investing: 

• Choose Your Smart Beta webinar
  Measuring and selecting the risks of a smart beta investment
  Date: Tuesday July 2, 2013
  Time: 2pm-3pm CET
  The webinar will cover:
  • Systematic risk and strategy specific-risk of smart beta equity strategies
  • Beyond embedded solutions: risk control in new forms of equity indices
  • Controlling relative performance risk
  
  
• Understanding Scientific Beta Smart Beta Offerings webinar
  Date: Wednesday February 12, 2014
  Time: 3pm-4pm CET
  The webinar will cover:
  • The main criticism of cap-weighted indices as a starting point for smart beta offerings
  • Reviewing the Scientific Beta Diversification Strategy Indices: Maximum Deconcentration, Diversified Risk Parity, 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
  Please email us to register for this webinar.

The webinars will be conducted by Felix Goltz, PhD, Research Director, ERI Scientific Beta. 

There is no charge for participating in the webinars. 

For any additional information, please contact Valentina Pinna at valentina.pinna@scientificbeta.com or on +33 493 183 480.