Smart Alpha and the Truth about Smart Beta

Presented by

David Schofield, Richard Yasenchak, Brendan Maton (Moderator)

About this talk

Alternatives to cap-weighted equity portfolios are all the rage. It seems that just about every asset manager or index provider has come up with a product to capitalise on the wave of interest in ‘Smart Beta’ and other variations on this theme. The number of different names and weighting schemes on offer is eye-popping, and they all claim to outperform the poor old cap-weighted index. In fact, just about any old weighting scheme appears to do better than cap-weighting, including randomly generated portfolios and even the ‘inverse’ of the most established, most popular Smart Beta products. So what is really going on? Can it be that there is a common thread linking these various Smart Beta strategies that is the real driver of returns? And what can be done to exploit this return source in a more deliberate way? If Smart Beta is the question, maybe Smart Alpha is the answer. Investment experts from INTECH will share the fruits of over 30 years work spent studying these ideas.

Related topics:

More from this channel

Upcoming talks (3)
On-demand talks (293)
Subscribers (57046)
This webcast channel is for pension funds and other institutional investment professionals in Europe, the USA and Asia. It is particularly relevant for pension fund executives, trustees, consultants and investment managers. IPE will be bringing its community live interviews with leading figures in the market, hosting roundtable discussions on specific topics such as asset allocation and also sharing latest thought-leadership from investment experts.