Scientific Beta

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting a Pensions & Investment webinar on the theme "How to reconcile factor intensity and diversification with a max factor exposure?", taking place on 16 August, 2017 at 2.00pm EDT. The webinar, sponsored by ERI Scientific Beta, will be the occasion to introduce a new ERI Scientific Beta approach with the objective of maximising exposure to the long-term rewarded equity factors in a "top-down" framework, in a robust and well-diversified manner.

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting a Pensions & Investment webinar on the theme "How to reconcile factor intensity and diversification with a max factor exposure?", taking place on 16 August, 2017 at 2.00pm EDT. 

With the provision of smart factor indices that take into account potential negative interactions between factors, ERI Scientific Beta enables the implementation of "top-down" multi-factor allocations that reconcile a high level of diversification for each factor sleeve, with high overall factor intensity. Within this framework, ERI Scientific Beta recently launched a series of Multi-Beta Multi-Strategy Diversified Max Factor Exposure Indices.

The webinar, sponsored by ERI Scientific Beta, will be the occasion to introduce a new ERI Scientific Beta approach with the objective of maximising exposure to the long-term rewarded equity factors in a "top-down" framework, in a robust and well-diversified manner.

The main points addressed are the following:

• Introducing Different Approaches to Factor Investing
• Multi-Beta Multi-Strategy Diversified Max Factor Exposure: Building Blocks
• The Benefits of Maximising the Geometric Mean Score
• Performance, Investability and Diversification of the Multi-Beta Multi-Strategy Diversified Max Factor Exposure Approach

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.