CFA Society Melbourne

Lunchtime Seminar | Innovations in Indexing: Constructing Portfolios sponsored by BetaShares

“Innovations in Indexing: Constructing Portfolios Smart Beta”

Presenter:   Jeremy S. Schwartz, CFA – Director of Research at WisdomTree Investments

  • What is smart beta? And do return premia exist?

  • Analytics from deconstructing index returns and sources of return

  • What criteria institutional investors should consider when identifying smart beta

  • Application of smart beta exposures to ‘explore the core’

  • How smart beta behaves and can deliver in:   
     -various market scenarios (e.g. global central bank policy dynamics
     -regional exposures (e.g. emerging markets)
     -across asset classes (e.g. fixed income etc.)

    Jeremy S. Schwartz is responsible for the WisdomTree Equity Index construction process and oversees research across the WisdomTree equity family. Previously, Mr. Schwartz was Professor Jeremy Siegel’s Head Research Assistant and helped with the research and the writing of “Stocks for the Long Run” and “The Future for Investors”. He is also the co-author of the Financial Analysts Journal paper “What Happened to the Original Stocks in the S&P 500?” and the Wall Street Journal article “The Great American Bond Bubble.” Mr. Schwartz is a member of the CFA Society of Philadelphia. He received a BS in Economics from The Wharton School at the University of Pennsylvania in 2003 and is a CFA Charterholder.

    Date: Wednesday, 25 March 2015

    Where: BlackRock, Level 26, 101 Collins St, Melbourne

    Time: 12.30 – 2pm (lunch will be provided sponsored by BetaShares)

To register click here