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Macro-Tilted Equity Indices: Protecting your Equity Portfolio against Inflation and other Macro Surprises
For investors seeking exposure to macroeconomic factors, Scientific Beta offers a new suite of macro indices designed to capture the equity risk premium with additional exposure to unexpected shocks or the surprises of targeted macro factors.

In this webinar we present Scientific Beta’s equity inflation indices, the first in a series of macroeconomic factor indices, that provide long-term equity performance with additional inflation protection compared to a traditional cap-weighted equity index. Their high liquidity makes them ideal candidates as a replacement of cap-weighted indices in a multi-asset portfolio. We also present equity indices targeting further macro variables (interest rates, term spread, credit spread).

Topics covered include:
- Reliable measurement of macroeconomic exposure (role of robust statistics and forward-looking information)
- Building dedicated macroeconomic portfolios that lead to stronger targeted macro exposures compared to a factor or sector allocation approach
- The financial characteristics of highly liquid investable inflation indices that can offer better protection against inflation surprises than a simple cap-weighted index
- Beyond inflation: Protecting portfolios against surprises in the interest rate, term spread, and credit spread.

00:57:00

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Speakers

Felix Goltz, PhD
Research Director @Scientific Beta
Felix Goltz, PhD, is Research Director at Scientific Beta Beta and associate researcher at EDHEC Business School. He has been with Scientific Beta since inception. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.
Dimitris Korovilas, PhD
Investment Product Specialist @Scientific Beta
Dimitris Korovilas is an Investment Specialist in the Business Development Division of Scientific Beta. Prior to joining Scientific Beta in 2019, he held a Vice President position in the Investment Strategies division of investment bank Citigroup. He has worked on a range of topics including equity factor indices, multi-asset risk premia, portfolio construction and volatility-based strategies. He holds a PhD in finance from the ICMA Centre, Henley Business School in the UK and a Master’s degree from the same school. His doctoral research has appeared in international academic journals.
Randy Myers
Senior Contributing Editor @CIO
Randy Myers is a senior contributing editor for PLANSPONSOR, PLANADVISER and Chief Investment Officer magazines. He is a former stock market columnist for The Wall Street Journal Europe and was founding managing editor of Dow Jones Professional Investor Report, a stock market newswire. In addition to PLANSPONSOR, PLANADVISER and Chief Investment Officer, his work has been published by The Wall Street Journal, The New York Times, and numerous business and financial magazines, including Barron’s, Global Finance, Institutional Investor, Chief Executive Officer, Chief Financial Officer, Corporate Board Member, Bloomberg Personal, and Treasury and Risk Management.