Factor crowding, monkey arguments, cheaper alpha, rebalancing effect and many others - Live press webinar on July 1 at 3:30pm CET
(Thomson Reuters ONE) -
EDHEC Risk Institute to release major new research on misconceptions in smart
beta investing - Live webinar reserved for the press on July 1
During a special 20-minute webinar for the press taking place on Friday, July
1, 2016 at 3:30pm Central European Time, Felix Goltz, Head of Applied Research,
EDHEC-Risk Institute and Research Director, ERI Scientific Beta, will be
presenting major new research from EDHEC-Risk Institute on misconceptions in
smart beta investing.
The research reviews ten common but mistaken claims about smart beta that
present risks for investors and sheds light on underlying issues. The
misconceptions relate to the sources of outperformance of smart beta; the
investability hurdles for smart beta strategies; and specific smart beta index
design choices.
As one of the strongest growth areas in investment management over the past
decade, smart beta strategies have drawn criticism from providers of both
traditional active investment and traditional passive investment. Smart beta
providers are not only responding to such criticism, but have been vocal about
the benefits of their respective approaches, without necessarily agreeing with
each other.
Such debates have the potential to clarify the issues at hand by discussing the
facts. Unfortunately, however, by often recurring to superficially convincing
arguments that may not align well with the facts, such debates have also led to
the misconceptions in question.
Topics that will be covered during the webinar include:
* Factor crowding, cheaper alphas, rebalancing effect, domination of value and
mid-cap bias, liquidity issues, etc.: What is true and false when it comes
to smart beta?
* What are the consequences of smart beta misconceptions in terms of smart
beta performance and risk?
* How can the misconceptions be addressed?
To register for the "Ten Misconceptions in Smart Beta Investing" webinar, please
click here.
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As part of its policy of transferring know-how to the industry, EDHEC-Risk
Institute has set up ERI Scientific Beta. ERI Scientific Beta is an original
initiative which aims to favour the adoption of the latest advances in smart
beta design and implementation by the whole investment industry. Its academic
origin provides the foundation for its strategy: offer, in the best economic
conditions possible, the smart beta solutions that are most proven
scientifically with full transparency of both the methods and the associated
risks.
ERI Scientific Beta, 1 George Street, #07-02, Singapore 049145. For further
information, please contact: contact(at)scientificbeta.com, Web:
www.scientificbeta.com.
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Press_Release_Ten_Misconceptions_Smart_Beta:
http://hugin.info/157174/R/2022806/751513.pdf
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(ii) they are solely responsible for the content, accuracy and
originality of the information contained therein.
Source: EDHEC-Risk Institute via GlobeNewswire
[HUG#2022806]
Unternehmensinformation / Kurzprofil:
Datum: 23.06.2016 - 13:50 Uhr
Sprache: Deutsch
News-ID 479665
Anzahl Zeichen: 3817
contact information:
Town:
Nice
Kategorie:
Business News
Diese Pressemitteilung wurde bisher 305 mal aufgerufen.
Die Pressemitteilung mit dem Titel:
"Factor crowding, monkey arguments, cheaper alpha, rebalancing effect and many others - Live press webinar on July 1 at 3:30pm CET"
steht unter der journalistisch-redaktionellen Verantwortung von
EDHEC-Risk Institute (Nachricht senden)
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