Scientific Beta

At an exclusive presentation to be held in London on Tuesday, 7 July 2015, Dr Eric Shirbini, Global Product Specialist with ERI Scientific Beta, will present an assessment of the performance and risks of smart beta and will show how the academic consensus and concern for robustness that underlie the design of our smart beta indices are demonstrated in our long-term track records as well as in our live performances.

Overview

Since 23 November 2009, EDHEC-Risk Institute and ERI Scientific Beta have been designing equity smart beta indices and have been highlighting the benefits of these alternatively-weighted or “smart beta” indices, not only in terms of superior performance, but also, and more importantly, from a risk control viewpoint.

With live annualised outperformance of 2.37%*, Smart Beta 1.0 indices based on the Efficient Maximum Sharpe Ratio methodology have shown that a good diversification method can lead to significant and robust outperformance over cap-weighted indices. Since 2013, with the Smart Beta 2.0 framework, EDHEC-Risk Institute has created Scientific Beta multi-smart-factor indices that are even better diversified and therefore more successful.

At an exclusive presentation to be held in London on Tuesday, 7 July 2015, Dr Eric Shirbini, Global Product Specialist with ERI Scientific Beta, will present an assessment of the performance and risks of smart beta and will show how the academic consensus and concern for robustness that underlie the design of our smart beta indices are demonstrated in our long-term track records as well as in our live performances.

* The average annualised returns of the FTSE EDHEC-Risk Efficient Developed Index are 13.00%, compared to 10.63% for its cap-weighted benchmark, computed using daily total returns from November 23, 2009 (live date) to 31 December 2014.

Programme

16:00: Registration / Welcome Coffee

16:30: How to Assess the Risk and Robustness of Smart Beta Strategies

Dr Eric Shirbini, Global Product Specialist, ERI Scientific Beta

18:30: Drinks Reception

Presenter

Eric Shirbini is Global Product Specialist with ERI Scientific Beta. Prior to joining EDHEC-Risk Institute, Eric 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. He holds a BSc and PhD from University College London and an MBA from CASS Business School.

Who Should Attend

The programme is exclusively reserved for Institutional Investors (pension schemes, charities, endowments, foundations, insurance companies, family offices) and their consultants.

Venue

ERI Scientific Beta—Europe - 10 Fleet Place - Ludgate - London EC4M 7RB - United Kingdom

Registration

Admission to the seminar is complimentary and by invitation only. 

To request an invitation, please contact Amandine Badel at amandine.badel@scientificbeta.com or on +33 493 183 480 or click on the link below:

Contact

For further information, please contact: