Scientific Beta

At the event, Joseph Simonian, Senior Investment Strategist at Scientific Beta North America, will be delivering the keynote presentation on Managing Economic Risks in Factor Portfolios. This presentation will focus on a robust portfolio construction approach that can help mitigate economic risks of diversified multi-factor strategies, while preserving their benefits.

Joseph Simonian, Ph.D., Senior Investment Strategist at Scientific Beta will be participating in the 10th Annual Pennsylvania Institutional Forum in Philadelphia on 6 November, 2024.  

At the event, Joseph will be delivering the Keynote Presentation on Managing Economic Risks in Factor Portfolios. This presentation will focus on a robust portfolio construction approach that can help mitigate economic risks of diversified multi-factor strategies, while preserving their benefits, namely attractive expected returns, via exposure to rewarded factors, and diversification of idiosyncratic risks. The methodology that Scientific Beta will describe enables the reduction of unnecessary tracking error to improve the efficiency of diversified multi-factor portfolios, by capturing stronger exposure to rewarded factors for the same level of deviation relative to the cap-weighted benchmark. This presentation is intended to provide asset owners with an alternative approach to standard equity factor strategies. 

Over the last 17 years Joseph has held senior portfolio management and research positions in several asset management firms, including PIMCO, Fidelity, Natixis Investment Managers, and JP Morgan Asset Management. He is also the founder and CIO of Autonomous Investment Technologies LLC. Joseph is a noted contributor to leading finance journals and is also a prominent speaker at investment events worldwide. He is currently the co-editor of the Journal of Financial Data Science, on the editorial board for The Journal of Portfolio Management, and advisory board member for the Financial Data Professional Institute. Joseph is the author of over 40 academic publications. Joseph also has vast experience in teaching both in academia and industry. He holds a Ph.D. from the University of California, Santa Barbara; an M.A. from Columbia University; as well as a B.A. from the University of California, Los Angeles. 

Scientific Beta is pleased to be Title Sponsor of the event, which is the region's leading conference for pension funds, insurance companies, foundations and endowments, hospital plans, sovereign wealth funds and consultants from throughout the region. The forum’s content is developed through hundreds of one-on-one meetings with the institutional investment community.