Scientific Beta

The webinar will detail the conclusions of an important study conducted by ERI Scientific Beta that is critical of factor investing approaches that aim to maximise and control factor exposures through a bottom-up approach and in-sample optimisation. In addition to examining factor exposure control and bottom-up versus top-down approaches, the webinar will also be the occasion to discuss the benefits that institutional investors can expect from dynamically allocating to smart factor indices with a focus on efficiently reacting to changes in market conditions.

The "Critical Analysis of Bottom-Up Multi-Factor Portfolio Construction" webinar will be held on Thursday, 25 January, 2018 at 2.00pm CET.

ERI Scientific Beta's research teams recently published an important study that is critical of factor investing approaches that aim to maximise and control factor exposures through a bottom-up approach and in-sample optimisation. The "Critical Analysis of Bottom-Up Multi-Factor Portfolio Construction" webinar will detail the conclusions of this study and examine factor exposure control and bottom-up versus top-down approaches. The webinar will also be the occasion to discuss the benefits that institutional investors can expect from dynamically allocating to smart factor indices, with a focus on efficiently reacting to changes in market conditions.

The main points addressed in this webinar will be the following:

• What are the issues behind the bottom-up versus top-down debate?
• From beta to stock picking: do stock factor champions exist?
• What are the limits of bottom-up approaches?
• What method can be used to maximise the benefits of factor investing?

The webinar will be hosted by Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta. Prior to joining EDHEC-Risk Institute, Eric Shirbini was a quantitative analyst at UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At BNP Paribas, Eric managed a team of analysts who were responsible for the Global Equity Research Database. Mr. Shirbini holds a BSc and PhD from University College London and an MBA from CASS Business School. 

Please note that participation in the webinar is by invitation only. To request an invitation, please contact Laure Barralis at laure.barralis@scientificbeta.com or on +33 493 187 863, or visit the dedicated registration website. There is no charge for participating in the webinar.