Scientific Beta

This IPE webcast, hosted by Scientific Beta's Research Director, Felix Goltz, will present a method of targeting exposures to macroeconomic risks in equity investing using firm-level measures of exposures that improve robustness when compared with standard estimation approaches. 

Felix Goltz, PhD, Research Director at Scientific Beta, is hosting an IPE webcast entitled "Targeting Macroeconomic Exposures in Equity Portfolios: A Firm-Level Measurement Approach for Out-of-Sample Robustness" on 31 May, 2022 at 3.00 pm BST / 4.00 pm CEST.

Investors may be interested in harvesting the equity premium while benefiting from rising or falling interest rates or from rising or falling inflation for example. While such targeted exposures are attractive for investors, a major challenge in designing such equity portfolios is the reliable measurement of exposures to macroeconomic risks. 

This webcast will present a method of targeting exposures to macroeconomic risks in equity investing using firm-level measures of exposures that improve robustness when compared with standard estimation approaches. 

Topics covered include:

The webcast will be moderated by Brendan Maton of IPE. 

Felix Goltz, PhD, is Research Director at Scientific Beta Beta and associate researcher at EDHEC Business School. He has been with Scientific Beta since inception. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.