Need CE Credit? Join our Smart Beta Webinar June 15th
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Mike McGlone has over 25 years of experience in the financial industry. At ETF Securities, Mike has various strategic responsibilities including providing economic outlook updates, authoring monthly and quarterly research pieces and speaking at various conferences and press engagements. Prior to joining ETF Securities, Mike was the Head of Commodities at S&P indices where he led the development and oversight of the S&P Goldman Sachs Commodity Index. Mike is a guest on various media outlets including CNBC, Fox Business News and Bloomberg. Mike holds a MBA from DePaul University in Chicago, a BS and BA from Illinois State University and is a Certified Financial Analyst charter holder and certified Financial Risk Manager.
Eric Shirbini
Global Product Specialist, ERI Scientific Beta
Eric Shirbini is Global Product Specialist with ERI Scientific Beta. Prior to joining EDHEC-Risk Institute, Eric was a quantitative analyst at UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At BNP Paribas Eric managed a team of analysts who were responsible for the Global Equity Research Database. He holds a BSc and PhD from University College London and an MBA from CASS Business School.
Accepted for 1 CFP/CIMA CE Credit
DATE & TIME
June 15th 2015, 2pm EST
LENGTH
One Hour
PROGRAM DESCRIPTION:
Market cap-weighted indices are at the cornerstone of passive investments. Interestingly, these indices have not been designed to maximize investment risk/return profiles.
LEARNING OBJECTIVES:
This Webinar aims to provide a better understanding of the potential limits of market cap-weighted indices and how to address them through a robust 2-step approach:
1
A focus on factor tilts that have historically generated excess returns over a long-term investment horizon that is supported by strong economic rationale
2
Index diversification exposure through an uncorrelated multi-weighting strategy
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