L'AGEFI Day: Indexing, ETF & Smart Beta Summit

Presentation

L’AGEFI Day: Indexing, ETF & Smart Beta Summit is a unique opportunity to gain deep insight in the latest techniques and trends that are reshaping the investment management industry.

The conference is dedicated to institutional investors, multi-managers, private bankers and family officers and will focus on the key aspects of modern investment approaches including indexing, single and multi-factor portfolios and smart beta solutions.

The aim is to help delegates to better understand the details of how modern benchmarks are built and how they should be analysed and used.

The conference will also offer unique insight into the investment vehicles providing access to those benchmarks, and shed light on how you can select the most efficient funds available on the market to benefit from the liquidity offered by secondary markets through listed ETFs.

At the event, Felix Goltz, Head of Applied Research, EDHEC-Risk Institute, will be speaking on the theme “Investor Perceptions about ETFs and Smart Beta Strategies” and will unveil the results of the EDHEC-Risk European ETF & Smart Beta Survey 2016:

How has investors’ usage of ETFs evolved over time?
What are the current practices for smart beta and factor investing?
Which challenges do investors face when evaluating smart beta and factor investing strategies?

Riccardo Rebonato, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute, will also be speaking on the theme “Smart Beta in Fixed-Income”

What is fixed-income smart beta, and why is it different?
Cross-sectional versus time-series risk premia: empirical findings.
The problem with proxies: how to ensure robustness and repeatability?

Speakers

Felix Goltz, Head of Applied Research, EDHEC-Risk Institute

Riccardo Rebonato, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute