The EDHEC-Risk Smart Beta Day is organised by an academic research centre for the benefit of professionals. It presents the research carried out by EDHEC-Risk Institute and discusses it with the institutional investor and financial advisory communities.The conference enables participants to have access to the latest conceptual advances and research results in smart beta investing 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 asset owners and their direct investment consultants and financial advisors. The one-day conference will include multiple plenary sessions allowing professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to advances in research.
The conference will focus on smart beta indexation, factor investing and smart beta solutions and will present the latest research results on the challenges of smart beta investing for institutional investors, the best methods for the construction of multi-factor indices and the issue of choosing between approaches based on picking factor champion stocks, or rather maintaining an approach that focuses more on constructing portfolios with good beta properties, analysing the costs of smart beta strategies, evaluation criteria of a smart beta index and the case for long/short multi-factor strategies. For this last topic, the aim is to promote those approaches offering very strong factor spreads while also limiting their variation. This integrated approach breaks with the traditional practices of long/short factor investing, which are often based on poor risk management practices and inefficient design of the short leg.
The conference will also present research of great interest to asset owners on defensive strategies and the means to limit their sensitivity to interest rates. Finally, the issue of reconciling factor investing, which generally increases the investment’s carbon footprint and low carbon investing will also be addressed in this conference.
EDHEC-Risk Smart Beta Day Europe 2017 is organised by EDHEC-Risk Institute in partnership with ERI Scientific Beta.
The full programme is available here.
Noël Amenc, PhD, Professor of Finance, EDHEC Business School and CEO, ERI Scientific Beta
Felix Goltz, PhD, Head of Applied Research, EDHEC-Risk Institute and Research Director, ERI Scientific Beta
Eric Shirbini, PhD, Global Research and Investment Solutions Director, ERI Scientific Beta
Erik Christiansen, Senior Business Development Director Europe, ERI Scientific Beta
With the support of
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The conference is reserved for asset owners (including pension schemes, charities, endowments, foundations, insurance companies, single family offices and financial executives from non-financial companies) and institutional consultants.
Admission to the seminar is complimentary and by invitation only.
To register, please visit https://www.regonline.co.uk/smartbetadayeurope2017