Scientific Beta

This webinar, on the theme "Smart Beta Is Not Monkey Business", will be presented by Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Research Director, ERI Scientific Beta on Tuesday, 29 March, 2016 at 5pm CET.

The webinar on the theme "Smart Beta Is Not Monkey Business" will be held on Tuesday, 29 March, 2016 from 5.00-5.45pm Central European Time / 11.00am-11.45pm Eastern Standard Time.

Monkey portfolio proponents argue that all smart beta strategies generate performance that is similar to results obtained by any random portfolio strategy. We analyze these claims using test portfolios that follow commonly employed methodologies for explicit factor-tilted indexes. Our results show that smart beta strategies display exposure to a variety of factors, and there are pronounced differences in factor exposures across different strategies. An important implication of our results is that a careful assessment of investment philosophy and index design is indeed relevant as such strategies do not behave like monkey portfolios.

The webinar will be hosted by Felix Goltz, Head of Applied Research at EDHEC-Risk Institute and Research Director at ERI Scientific Beta.

Please note that participation in the webinar is by invitation only. To request an invitation, please contact Séverine Cibelly at severine.cibelly@scientificbeta.com or on +33 493 187 863, or visit the dedicated registration website. There is no charge for participating in the webinar.