Oslo Masterclass and Reception

Wednesday 7th May 2014, 18:30 - 21:00
Radisson Blu Plaza Hotel, Sonja Henies plass 3, N-0185, Oslo, Norway

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Description

The Sir John Cass Business School MSc programmes are visiting Oslo to host this masterclass delivered by Doctor Nicholas Motson from the faculty of Finance. The evening is catered for prospective students and also Alumni from both City University London and Cass Business School.

The masterclass is upon the subject; 'Alternative' Equity Indices: Market Capitalization, Smart Beta and Dumb Monkeys

Agenda

18.30 - 19:00 Registration 
19.00 - 20:00 Masterclass
20.00 - 21:00 Refreshments & Networking

Synopsis of the Masterclass

Academic research has shown that only a very small proportion of active equity funds perform better than a passive index tracking strategy and over recent years both retail and institutional investors have shifted towards passive or index tracker funds. The bulk of these passive funds track benchmarks that weight stocks according to their market capitalisation, however more recently a plethora of alternative indices have been launched. These alternatives which have collectively become known as "Smart Beta", adopt various weighting schemes using either stock specific characteristics, fundamental factors or optimisation techniques.

In this Masterclass Dr. Nick Motson will present his latest research on how these alternative equity indices would have performed over the last 40 years versus their traditional market capitalisation counterparts; what factors help explain their over or under-performance; and how they compare to a large sample of randomly chosen portfolios.