EDHEC-Risk Days 2016



Organised by an academic research centre for the benefit of professionals, the EDHEC-Risk Days is an annual conference taking place in London, which presents the research conducted by EDHEC-Risk Institute and EDHEC Business School and discusses it with the institutional investment and fund manager communities.

The conference enables participants to gain access to the latest conceptual advances and research results in investment and risk management and to discuss their implications and applications with researchers who combine expertise of advanced financial techniques with a sound awareness of their industry relevance.

The event is structured to appeal to institutional investors, traditional and alternative investment managers and policy-makers. The conference includes three major events that will allow professionals to review major industry challenges, explore state-of-the art investment techniques and benchmark practices to research advances.


On the first day, the Passive Investment and Smart Beta Conference will focus on passive investment and smart beta strategies. The latest research results on smart beta risk allocation solutions, factor-based investment strategies, robustness and live performance of smart beta as well as current misconceptions in smart beta investing will be presented. The conference will also be the occasion to discover the results of the latest European ETF survey.

On the second day, the Institutional Money Management Conference will present research of great interest to institutional investors on new frontiers in retirement solutions, multi-dimensional risk and performance analysis, active allocation and smart beta, hedge fund investing and multi-asset allocation solutions.

Day two will also include the EDHECinfra Forum presenting the latest research results on infrastructure investing from the EDHEC Infrastructure Investment Institute. The forum will open with a round table including the participation of industry experts and will look at how investors invest in infrastructure.

Day One: Passive Investment and Smart Beta Conference

Tuesday 15 March, 2016: 08:15-18:30

The Development of Passive Investment in Europe

Diversified Factors or Concentrated Factors; what are the Concepts and Investment Beliefs behind the two Smart Beta Investment Approaches?

Morning workshops
Sponsor led sessions presenting technical innovations in the use of passive investment and smart beta
• Smart Beta & Low Carbon
• Factor Investing and Smart Beta: Implementation Challenges for Institutional Investors
• The Challenges of Institutional Investing in ETFs
• Effective Equity Portfolio Diversification - An Alternative Approach

Afternoon workshops
Sponsor led sessions presenting technical innovations in the use of passive investment and smart beta
• Smart Factor Offering
• Factor Investing: Adding Alternative Beta to Your Portfolio
• Shades Of Smart Beta : How To Choose Between Best-in-Class & Factorial Approaches
• Integrating a Risk-Based Approach to Target Date Funds

From Smart Beta Products to Smart Beta Solutions

Afternoon stream sessions
• Smart Beta & ALM
• Current Misconceptions in Smart Beta Investing
• Passive Smart Beta Investment and Active Manager Substitution

Robustness and Live Performance of Smart Beta

Trackinsight Awards: Award Ceremony for the Best European ETFs (19:00-20:30)


Day Two: Institutional Money Management Conference

Wednesday 16 March, 2016: 08:30-17:30

New Frontiers in Retirement Solutions

Morning stream sessions
• Multi-Dimensional Risk and Performance Analysis for Equity Portfolios
• An Examination of the 2012 European Union Short Selling Ban on Sovereign CDS

Morning workshops
Sponsor led sessions presenting best practices in the key themes of institutional money management
• Systematic Investing: Advancing the Debate
• Advanced Low Volatility Investing

Afternoon workshop
Sponsor led sessions presenting best practices in the key themes of institutional money management
• Smart Beta and Downside Protection

Hedge Funds: From Leading Edge to Bleeding Hedge

Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting

EDHECinfra Forum

Round Table: How do Investors Invest in Infrastructure?

How Risky is Infrastructure Debt? New Empirical Evidence and Regulatory Implications

Dividend Distributions and Correlations in Privately-Held Infrastructure Investments


Download full programme of the EDHEC-Risk Days 2016 Europe Conference