26th April 2018 at 19.00
Hilton Hotel, Milan
Dr Nick Motson, Associate Dean of MSc Programmes, will deliver this Masterclass titled; Smart Beta, Scrabble and Simian Indices
Smart beta funds have now attracted over $1tn of assets, a hybrid between active and passive investment management, smart beta funds use transparent rules to construct indices instead of the typical cap-weighted index approach, considering factors such as size, value and volatility. In this masterclass Dr Motson will present research undertaken by Cass for Invesco Powershares which shows how these strategies would have performed going back to the 1960s and what has driven the returns. In addition, he will show how 10 million monkeys creating indices at random would have performed over the same period.