Scientific Beta

An IPE webcast on "Factor Investing in Long/Short Strategies", hosted by Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta on 19 April, 2018 at 5.00pm GMT, will present new research on how to harvest factor premia without suffering from market volatility. 

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting a webcast on 19 April, 2018 at 5.00pm GMT, organised by IPE, on the theme "Factor Investing in Long/Short Strategies".

The webinar will present new research on how to harvest factor premia without suffering from market volatility. This integrated approach breaks with the traditional practices of L/S factor investing, which are often based on poor risk management practices. It also enables investors to leverage the performance offered by this kind of strategy in the most efficient way possible. The webinar will look at the following topics:

• The limitations of traditional L/S approaches in smart beta and factor investing.
• Robust market estimation of beta and improvement of the market neutrality of L/S strategies.
• Risk management as a source of performance.

Eric Shirbini, PhD, is Global Research and Investment Solutions Director with ERI Scientific Beta. Prior to joining EDHEC-Risk Institute in 2011, Eric worked for close to twenty years 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 holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.