Scientific Beta

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting a Pensions & Investment webinar on the theme "How to take the interaction between factors into account in a multi-smart factor index allocation framework?", taking place on 12 April, 2017 at 2.00pm EDT. The webinar, sponsored by ERI Scientific Beta, will be the occasion to present new research on factor exposure control and bottom-up versus top-down approaches.

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting a Pensions & Investment webinar on the theme "How to take the interaction between factors into account in a multi-smart factor index allocation framework?", taking place on 12 April, 2017 at 2.00pm EDT. 

The webinar, sponsored by ERI Scientific Beta, will be the occasion to present new research on factor exposure control and bottom-up versus top-down approaches.

The main points addressed are the following:

• Considering cross-sectional negatives of single factor indices, seeking maximum exposure to rewarded factors, portfolio concentration versus diversification; 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?
• Can we reconcile the top-down approach and consideration of cross-sectional negatives of single smart factor indices combinations?
• What method can be used to maximise the benefits of factor investing?

The webinar will also provide the opportunity 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.