Scientific Beta
Eric Shirbini, Global Product Specialist at ERI Scientific Beta, will be hosting a workshop on the theme "From Smart Beta Products to Smart Beta Solutions" at the 2nd Annual Smart Beta Summit organised by P&I on 15 September, 2016 in New York and will also be participating in a panel discussion on "Governance Considerations for Smart Beta Investing".
Eric Shirbini, Global Product Specialist at ERI Scientific Beta, will be hosting a workshop on the theme "From Smart Beta Products to Smart Beta Solutions" at the 2nd Annual Smart Beta Summit organised by P&I on 15 September, 2016 in New York.
Smart beta product offerings have proliferated over the past decade, offering investors an ample choice of different factors and different weighting schemes to select from for a relevant smart beta index. However, in addition to the question of selecting a suitable index as a standalone investment, the question of combining different smart beta strategies naturally arises in the context of an extensive range of smart beta offerings. The workshop will address the issue of combining several smart beta strategies, and clarifies the conceptual underpinnings and relevant questions arising when considering smart beta index combinations. Topics covered include:
- How to include investors’ goals in the construction of smart beta solutions
- Smart beta as a solution for the replacement of the active benchmarked manager: How to manage the relative risk to cap-weighted benchmarks with smart beta risk allocation
- Smart beta as a strategic benchmark
- How to manage the absolute risk of smart beta
At the summit, Eric Shirbini will also be participating in the panel session on "Governance Considerations for Smart Beta Investing" which will discuss the considerations for incorporating smart beta strategies into investment operations including:
- Will the smart beta strategies be managed internally or by external managers?
- Will the use of smart beta strategies be tactical or strategic?
- How long do you hold a smart beta strategy?
- How to evaluate and monitor smart beta strategies?
- How do you benchmark smart beta strategies?
Prior to joining EDHEC-Risk Institute, 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.
ERI Scientific Beta is a sponsor of the event.