Scientific Beta

An intensive session organised on Tuesday 22 April, 2014, hosted by Dr. Felix Goltz, PhD, Research Director, ERI Scientific Beta, and Head of Applied Research, EDHEC-Risk Institute, that will provide participants with an in-depth appreciation of the concepts and techniques underlying the new multi-beta multi-strategy benchmark offerings in the equity universe and the use of the open smart beta index platform created (www.scientificbeta.com).

The webinar, entitled "Multi-Beta Multi-Strategy Equity Benchmarks: Diversifying Across Weighting Schemes and Across Factor Tilts", will take place on Tuesday, 22 April, 2014 from 3pm-4pm CET and is an intensive session that will provide participants with an in-depth appreciation of the concepts and techniques underlying the new multi-beta multi-strategy benchmark offerings in the equity universe and the use of the open smart beta index platform created (www.scientificbeta.com).

Conducted by Dr. Felix Goltz, PhD, Research Director at ERI Scientific Beta, and Head of Applied Research at EDHEC-Risk Institute, the webinar will look at the following topics:

• The distinction between "beta" (choice of risk factors) and "smart" (the right extraction of the risk premia through well-constructed strategies)
• Reaping diversification benefits by allocating across smart beta strategies and across factor tilts
• The implementation of portfolios that allocate across smart beta indices: managing capacity, liquidity, and turnover

To apply for registration, please visit the dedicated registration website: www.regonline.com/webinar_220414. There is no charge for participating in the webinar.

For any additional information, please contact Séverine Anjubault at severine.anjubault@scientificbeta.com or on +33 493 187 863.