Scientific Beta
The webinar will explain the ERI Scientific Beta offerings and the benefits that investors can obtain in Multi Smart Beta Investing. The event will be hosted by Felix Goltz, Head of Applied Research at EDHEC-Risk Institute and Research Director at ERI Scientific Beta, on Monday, 3 April, 2017 at 3.00pm CET.
The "Presentation of ERI Scientific Beta offerings" webinar (in German) will be held on Monday, 3 April, 2017 at 3:00pm CET.
ERI Scientific Beta is an original initiative which aims to favour the adoption of the latest advances in smart beta design and implementation by the whole investment industry.
The Scientific Beta indices are a means to facilitate the results of portfolio construction research, whether drawn from its own research or from that of other academic institutions, in good transparency and cost conditions.
All the Multi-Beta offerings promoted by Scientific Beta rely on the idea of a double layer of diversification of both factor and specific risks.
We distinguish between two Multi-Beta offerings depending on the objectives targeted by the investor: a Multi-Beta Diversification offering and a Multi-Beta Diversified High Factor Exposure offering. The objective of the former is to maximise diversification of the benchmark while controlling factor exposure whereas the objective of the latter is to obtain stronger factor exposure in order to offer benchmarks with stronger factor intensity while benefitting from efficient extraction of factor premia through good diversification of the specific risk.
Topics covered include:
- The limitations of cap-weighted indices
- The importance in the choice of factor indices
- Scientific Beta’s Investment Philosophy: Diversification Matters
- Diversifying Strategy-Specific Risk
- How to benefit from the Decorrelation of Factor Risk Premia?
The webinar will be held in German.
The webinar will be hosted by Felix Goltz, Head of Applied Research at EDHEC-Risk Institute and Research Director at ERI Scientific Beta. 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.
Please note that participation in the webinar is by invitation only. To request an invitation, please contact Séverine Cibelly at severine.cibelly@scientificbeta.com or on +33 493 187 863, or visit the dedicated registration website. There is no charge for participating in the webinar.