Scientific Beta
Dedicated workshops and stream sessions on the subject of smart beta will be held at the EDHEC-Risk Days conferences in London, Singapore and New York in 2013.
Dedicated workshops and stream sessions on the subject of smart beta will be held at the EDHEC-Risk Days conferences in London, Singapore and New York in 2013.
At the EDHEC-Risk Days Europe 2013 conference at The Brewery in London on 26-27 March, 2013, two workshops will be organised by ERI Scientific Beta. The first workshop on "Smart Beta 2.0", conducted by Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Research Director at ERI Scientific Beta, together with Eric Shirbini, Business Development Director Europe at ERI Scientific Beta, will focus on understanding and controlling the risks associated with smart beta, how to diversify investment risk in smart beta, and the place of smart beta in the investment process. The second, entitled "Smart Beta and Active Management", will examine the role of smart beta benchmarks in active management, and how to use smart beta to modify the risk profile of an actively managed portfolio, and will also look at smart beta in multi-management and diversified investment management. The workshop will be conducted by Noël Amenc, Director of EDHEC-Risk Institute, and Chief Executive Officer of ERI Scientific Beta, Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Research Director at ERI Scientific Beta, and Eric Shirbini, Business Development Director Europe at ERI Scientific Beta.
On 15-16 May, 2013 at the EDHEC-Risk Days Asia 2013 conference to be held at the Ritz-Carlton Millenia in Singapore, ERI Scientific Beta is organising a workshop on the theme "Smart Beta Diversification", during which Noël Amenc, Director of EDHEC-Risk Institute, and Chief Executive Officer of ERI Scientific Beta, and Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Research Director at ERI Scientific Beta, will look at diversifying smart beta risks, how to construct a portfolio of smart beta strategies, and discuss the case for multi-strategy smart beta indices.
In addition, a stream session entitled, "Choose Your Smart Beta: How to Appreciate the Performance and Risks of New Forms of Equity Benchmarks", will be taking place at all three conferences in London, Singapore and New York, looking at the explicit choice of exposure to risks, the risks produced by the index construction method, risk control in new forms of indices (systematic risk, model risk), and how to diversify the risks of new indices. At the London and New York conferences, the session will be chaired by Tomas Franzén, Chief Investment Strategist at AP2 and Chairman of EDHEC-Risk Institute's International Advisory Board, and at the Singapore conference, the session chairperson will be Tatsuhiko Terada, Head of Financial Markets at Mitsubishi Corporate Pension Fund. In all three locations, the session will be conducted by Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Research Director at ERI Scientific Beta, who will be joined by Noël Amenc, Director of EDHEC-Risk Institute, and Chief Executive Officer of ERI Scientific Beta, for the presentation in New York.
For further information about the conferences, please visit: