How to reconcile factor intensity and diversification with a max factor exposure?

Wed, Aug 16, 2017 2:02 PM EDT{LOCAL_TZ}

With the provision of smart factor indices that take into account potential negative interactions between factors, ERI Scientific Beta enables the implementation of 'top-down' multi-factor allocations that reconcile a high level of diversification for each factor sleeve, with high overall factor intensity. Within this framework, ERI Scientific Beta recently launched a series of Multi-Beta Multi-Strategy Diversified Max Factor Exposure Indices.

The aim of this webinar is to introduce a new ERI Scientific Beta approach with the objective of maximising exposure to the long-term rewarded equity factors in a 'top-down' framework, in a robust and well-diversified manner.

  • Introducing different approaches to factor investing
  • Multi-Beta Multi-Strategy Diversified Max Factor Exposure: Building Blocks
  • The benefits of maximising the Geometric Mean Score
  • Performance, Investability and Diversification of the Multi-Beta Multi-Strategy Diversified Max Factor Exposure approach

Speakers:


Eric Shirbini, PhD
Global Research
and Investment Solutions Director
ERI Scientific Beta

Sponsored by:

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