Scientific Beta

Scientific Beta and J.P. Morgan are jointly hosting a series of executive breakfast seminars in Toronto, Paris and London in January and February 2020 to present a new approach to analyse and improve institutional investors' portfolios.

Smart beta solutions seek to improve returns, reduce risks and enhance diversification for investors by delivering exposure to systematic investment factors. Scientific Beta’s diversification analytics measure the benefits of portfolio diversification after adjusting for the effect of factor exposures. At a special executive breakfast seminar, we will be looking at a new approach to analyse and improve institutional investors’ portfolios. 

This seminar will be presented by Eric Shirbini, PhD, Global Research and Investment Solutions Director at Scientific Beta and will feature an introduction by Arnaud Jobert, PhD, Managing Director, Global Head Equities Investable Indices at J.P. Morgan.

Programme:

• Welcome coffee and tea
  
  
• Introduction: Cooperation between Scientific Beta and J.P. Morgan in the context of single factor investing
  
  
• Presentation: How to Improve the Diversification of an Existing Portfolio
  > Types of factor diversification (de-concentration, risk reduction, conditional diversification)
  > Different measurements of factor diversification
  > Use of long-only or long/short single-factor indices to implement a completeness portfolio
  > Case study:
  - Improving portfolio diversification with limited completeness portfolio and high turnover constraints
  - Factor completion through J.P. Morgan Nexus platform
  
  
• Q&A session

Dates and cities:

• January 24, 2020 Toronto
• January 29, 2020 Paris
• February 6, 2020 London
  

About the Speaker:

Eric Shirbini, PhD, is Global Research and Investment Solutions Director with Scientific Beta. Prior to joining EDHEC-Risk Institute in 2011, Eric  worked for close to twenty years as a quantitative analyst for investment banks including 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 Nomura International, he served as Director of Quantitative Research and at BNP Paribas, he managed a team of analysts who were responsible for the Global Equity Research Database. He has also served for over twenty years on index management committees. He holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.

Registration:

Should you wish to attend any of these presentations, please contact Séverine Cibelly at severine.cibelly@scientificbeta.com or on +33 493 187 863.

Attendance at these events is complimentary but registration is required.