New Frontiers in Systematic Equity Investing: Scientific Beta Days Europe 2024

Presentation

Scientific Beta Days Europe 2024 will take place at Convene in London on 26 & 27 November 2024. This in-person conference will showcase the latest research by Scientific Beta on systematic equity investing, adding value through machine learning, sustainability integration and risk management.

Like in 2023, the EDHEC-Risk Climate Impact Institute has been invited to present its latest research backing a combined probabilistic approach to equity valuation for transition and physical risk and the importance of state-dependent discounting.

The two-day format will include shorter plenary sessions and case studies with practical applications, as well as discussions with senior investment professionals providing industry insight into different topics.

Dowload the programme here

 

Programme

Day 1:

  • Improving the Efficiency of Factor Strategies
  • The Alchemy of ESG Scores: Can we Turn Lead into Gold?
  • Case Study - Enhancing Equity Solutions in a Risk-Controlled and Transparent Process
  • Impact of Concentration Risk on Factor Strategies
  • Machine Learning in Factor Investing: An Evolution or Revolution ?

 

Day 2:

 

  • The Impact of Climate Change on Equity Valuation
  • Green Window Dressing
  • Case Study – The Two Sides of the Climate Coin
  • Case Study – A Robust Quality Strategy: A Smooth Ride through Turbulence
  • Case Study – Managing Tracking Error of Factor Strategies
  • Back to the Future: Backward vs Forward Looking ESG metrics

 

 

On November 27, at 10:00am GMT, Riccardo Rebonato, Scientific Director, EDHEC-Risk Climate Impact Institute will be speaking on the topic "The Impact of Climate Change on Equity Valuation".

 

Traditional discounted cash flow models often disregard state dependence by applying the same discount rate/factor to all cashflows occurring at a given date. But can this approach effectively value climate-sensitive securities? New research by EDHEC-Risk Climate Impact Institute, with support from Scientific Beta, shows that this is not the case, and that the standard valuation tools are not fit for purpose.

During his presentation, Professor Rebonato will examine the following topics:

  • A combined probabilistic approach to equity valuation for transition and physical risk
  • The importance of state-dependent discounting 
  • A Minsky moment or death by a thousand cuts?

 

Further information on the conference can be found on the Scientific Beta website. 

To register, please fill in the form

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), consultants and investment advisors.

To register, please visit the dedicated registration page.



Admission is only valid when confirmed by the organisers, who reserve the right to refuse any registration request in order to preserve the diversity of the audience.