Scientific Beta

IPE is hosting a webcast on the theme "From Smart Beta Products to Smart Beta Solutions", presented by Eric Shirbini, Global Product Specialist at ERI Scientific Beta, on 3 May, 2016 at 15:00 (BST) / 16:00 (CET).

IPE is hosting a webcast on the theme "From Smart Beta Products to Smart Beta Solutions", presented by Eric Shirbini, Global Product Specialist at ERI Scientific Beta, on 3 May, 2016 at 15:00 (BST) / 16:00 (CET).

Smart beta product offerings have proliferated over the past decade, offering investors an ample choice of different factors and different weighting schemes to select from for a relevant smart beta index. However, in addition to the question of selecting a suitable index as a standalone investment, the question of combining different smart beta strategies naturally arises in the context of an extensive range of smart beta offerings.

The webinar will address the issue of combining several smart beta strategies, and clarifies the conceptual underpinnings and relevant questions arising when considering smart beta index combinations. Topics covered include:

• How to include investors’ goals in the construction of smart beta solutions
• Smart beta as a solution for the replacement of the active benchmarked manager: How to manage the relative risk to cap-weighted benchmarks with smart beta risk allocation
• Smart beta as a strategic benchmark
• How to manage the absolute risk of smart 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.