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Indexes and Benchmarking Complimentary webinars on Smart Beta investing organised by ERI Scientific Beta Tuesday July 2, 2013 (2pm-3pm CET) – Wednesday July 24, 2013 (3pm-4pm CET) – Friday September 20, 2013 (3pm-4pm CET)
As part of its policy of transferring know-how to the industry, EDHEC-Risk Institute has set up ERI Scientific Beta, a new initiative to promote greater transparency not only of the benefits, but also of the risks and limitations of new forms of weighting equity indices.

ERI Scientific Beta wants to change practices in the index industry with its "More for Less" initiative. Overall, the idea is to offer more transparency, more choice and more risk analysis at lower cost in the area of smart beta indices.

Since April 22, 2013, ERI Scientific Beta has notably been allowing investors to access 2,440 smart beta indices with full transparency and in the best economic conditions in the market. These smart beta indices are representative of the academically-proven diversification/deconcentration strategies. They are available on the Scientific Beta platform.

Since we believe that smart beta is a new frontier for the investment industry, research and education on this subject are a core part of ERI Scientific Beta's strategy. That is why we are inviting interested parties to participate in a series of complimentary webinars on the subject of smart beta investing:
  • Choose Your Smart Beta webinar
    Measuring and selecting the risks of a smart beta investment
    Date: Tuesday July 2, 2013
    Time: 2pm-3pm CET
    The webinar will cover:
    • Systematic risk and strategy specific-risk of smart beta equity strategies
    • Beyond embedded solutions: risk control in new forms of equity indices
    • Controlling relative performance risk
    Please email us to register for this webinar.

  • Understanding Scientific Beta Smart Beta Offerings webinar
    Date: Wednesday July 24, 2013
    Time: 3pm-4pm CET
    The webinar will cover:
    • The main criticism of cap-weighted indices as a starting point for smart beta offerings
    • Reviewing the Scientific Beta Diversification Strategy Indices: Maximum Deconcentration, Diversified Risk Parity, Maximum Decorrelation, Efficient Minimum Volatility, and Efficient Maximum Sharpe Ratio strategies
    • Risk exposures of smart beta strategies
    Please email us to register for this webinar.

  • Allocation Decisions Across Smart Beta Strategies: Towards a Multi-Beta Approach webinar
    Date: Friday September 20, 2013
    Time: 3pm-4pm CET
    The webinar will cover:
    • Beyond smart beta indexation
    • Diversifying away strategy-specific risk
    • Choosing the most pertinent smart beta building blocks for asset allocation
    • Multi-beta management: selecting and combining smart beta strategies
    Please email us to register for this webinar.
The three webinars will be conducted by Felix Goltz, PhD, Research Director at ERI Scientific Beta.

There is no charge for participating in the webinars.

For any additional information, please contact Valentina Pinna at valentina.pinna@scientificbeta.com or on +33 493 183 480.
Event Details
  When   Between 02/07/2013 02:00 PM and 02/07/2013 03:00 PM
Web  
 
Contact Details
  Name   Valentina Pinna
E-mail   valentina.pinna@scientificbeta.com
Phone   +33 493 183 480