Scientific Beta

An intensive session that will provide participants with an in-depth appreciation of the concepts and techniques underlying the new index and benchmark offerings in the equity universe and the use of the open smart beta platform created, taking place in Boston on July 9 2013, New York on 10 July 2013, Toronto on 11 July 2013 and San Francisco on 23 July 2013.

Overview

The Smart Beta 2.0 Seminar is an intensive session that will provide participants with an in-depth appreciation of the concepts and techniques underlying the new index and benchmark offerings in the equity universe and the use of the open smart beta platform created. 

The first part of the seminar presents the solutions proposed today to achieve a better level of diversification of the equity portfolio.

The second part of the seminar analyses the systematic and specific risks of these new forms of indices and benchmarks, whether based on what are referred to as fundamental or quantitative approaches. It enables the participants to take stock of the latest research advances (Smart Beta 2.0) so as to better control the absolute and relative risks of their investments. Particular attention will be given to the specific risks and conditions of optimality of smart beta.

The third part of the seminar deals with questions arising from the use of smart beta. It will provide in-depth analysis of diversification across different types of smart beta and the different contexts for the use of smart beta, whether involving passive investment active investment or multimanagement.

Key Learning Benefits

Programme

Part 1: Understanding smart beta diversification offerings

Part 2: Measuring and managing the risks of smart beta offerings

Part 3: How to integrate smart beta strategies in the investment process

Seminar Instructors

Vijay Vaidyanathan, PhD, is CEO, Optimal Asset Management and Research Associate with EDHEC-Risk Institute. He holds a PhD in Finance, and an MSc in Finance (Risk and Asset Management) from EDHEC Business School, as well as an M.S. in Computer Science from the State University of New York at Albany and M.Sc (Tech) from BITS Pilani, India and is an alumnus of IMD, Lausanne, Switzerland. Vijay is also CEO of Return Metrics Inc., a boutique investment management and technology consulting firm located in Silicon Valley, California, specializing in the use of innovative quantitative techniques to develop econometric models for a wide range of financial markets. Prior to this, Vijay held several high-level positions in technology firms, including CEO of Yaga Inc., Chief Strategy Officer with NBC Internet, and Chief Technology Officer with Xoom.Com.

Amitabh Dugar, PhD, CPA is Business Development Director North America, ERI Scientific Beta. Amitabh is a seasoned investment professional with over fifteen years of experience in portfolio management and investment research. He has an extensive background in developing and managing quantitative investment strategies, most recently as Senior Portfolio Manager at THEAM (A BNP Paribas Investment Partner). Prior to joining THEAM, Amitabh managed US and international equity portfolios at Mellon Capital Management. Amitabh has been a Portfolio Manager at Geode Capital Management, where he managed the Fidelity Spartan International Index Fund and launched a quantitative enhanced international equity index fund. He has worked in similar previous roles at Panagora Asset Management, where he managed global equity and asset allocation portfolios, and Grantham Mayo van Otterloo (GMO) where he started his investment career as a Quantitative Analyst. Amitabh received his Bachelor of Commerce degree with honors from the University of Delhi (India). He holds Master of Science and Ph.D. degrees in Accounting & Information Systems from the Kellogg Graduate School of Management, Northwestern University (Evanston, Illinois). He is a Certified Public Accountant and a Chartered Management Accountant.

Who Should Attend

The programme is intended for all professionals involved in passive investment and active management. More generally, this seminar is intended to be a reference for investment management professionals who advise on or participate in the design and implementation of asset allocation policies, equity portfolio models, and for sell-side practitioners who develop new equity investment solutions. The approach to diversifying the different forms of smart beta is also of great interest for diversified managers and multimanagers.

Venues and Timing

Schedule:

Registration

Admission to the seminar is complimentary and by invitation only.

To register:

Contact

For further information, please contact: