Eric Shirbini, Global Research and Investment Solutions Director at Scientific Beta, will be examining the question "Are the Benefits of Multi-Factor Investing Still There?" at Markets Group North American Institutional Forums in Toronto on 9 May, 2019 and Washington DC on 14 May, 2019.
Eric Shirbini, Global Research and Investment Solutions Director at Scientific Beta, will be participating as a panelist at the 4th Annual Canada Institutional Forum on 9 May, 2019 in Toronto and at the 7th Annual Mid-Atlantic Institutional Forum on 14 May, 2019 in Washington DC in sessions on "Are the Benefits of Multi-Factor Investing Still There?". In the past two years, the performance of factor strategies has not been as attractive as in the last ten years. Many commentators have concluded that factor crowding phenomena could be eroding the returns associated with traditional long-term rewarded factors. This panel presentation will show that the recent underperformance of multi-factor strategies is not necessarily related to factors but is instead linked to non-explicit risks embedded in multi-factor indices or funds.
The forums are designed for pensions, endowments, foundations, hospital plans, insurance companies and investment consultants.
Prior to joining Scientific Beta, 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.
Scientific Beta is pleased to be a platinum sponsor of the events.