Scientific Beta

Responsible Investor, in partnership with Scientific Beta, will be hosting a webinar on "Low carbon investing & defensive strategies in a volatile market" on 9 April, 2020 at 4.00pm GMT, presented by Eric Shirbini, PhD, Global Research and Investment Solutions Director at Scientific Beta, and moderated by Khalid Azizuddin, Journalist at Responsible Investor.

 
Responsible Investor, in partnership with Scientific Beta, will be hosting a webinar on "Low carbon investing & defensive strategies in a volatile market" on 9 April, 2020 at 4.00pm GMT.

Defensive equity strategies aim to protect investors during a crisis while also providing better risk-adjusted return compared to the cap-weighted index, through exposure to the Low Volatility risk factor. Scientific Beta has launched a new defensive strategy that aims to address two important drawbacks of traditional defensive offerings.

• Traditional defensive solutions based on minimum volatility or low volatility strategies are unfortunately not truly defensive in periods of high market volatility, at a time when lower risk is needed most. To address this volatility risk, Scientific Beta provides a highly defensive strategy that targets a constant volatility equal to the strategy’s historical volatility by dynamically reducing the strategy’s market beta during periods of crisis when market volatility is elevated. This feature provides very strong capital protection compared to more traditional defensive strategies.
  
  
• Traditional defensive strategies also suffer from high carbon exposure compared to a cap-weighted index, which in turn exposes these types of strategies to climate risk. Scientific Beta offers its new defensive strategy with a sharp reduction in carbon exposure compared to traditional defensive strategies and cap-weighted indices without sacrificing the defensive properties of the strategy.

The webinar will be presented by Eric Shirbini, PhD, Global Research and Investment Solutions Director at Scientific Beta, and moderated by Khalid Azizuddin, Journalist at Responsible Investor.

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.