Dynamic allocation to smart factor indices (15 min) – EDHEC-Risk Institute
– Shortcoming of cap-weighted equity indices
– Emergence of smart factor indices
– Allocating to rewarded risk premia
– The benefits of factor diversification
– Dynamic multi-factor approach
– Customize efficient and flexible multi-factor solutions
– Re-thinking the sources of added value in equity portfolio management: From alpha to beta and from beta to smart beta
– Factor investing: Thoughts for the future
Lionel Martellini is Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute. Lionel Martellini is a specialist in fixed income modelling, derivatives, asset allocation and retirement solutions. He was previously on the faculty of the Marshall School of Business at the University of Southern California and has also held a visiting position at Princeton University. He has served as a consultant to various institutional investors, investment banks, and asset management firms on questions related to risk management, asset allocation decisions and investment solutions. His research on asset management, portfolio theory, derivatives valuation, fixed income products, and alternative investment has appeared in leading academic and practitioners’ journals. He was awarded the Inquire Europe First Prize in 2009/2010 for his work on dynamic liability-driven investing strategies. He sits on the editorial boards of various journals including the Journal of Alternative Investments and the Journal of Portfolio Management.
The webinar is complimentary, to participate please visit the dedicated registration website.
This research is supported by CPR Asset Management and by The Association Française de Gestion (AFG) as part of the outreach partnership at EDHEC-Risk Institute on “Risk Management as a Source of Performance”.
The Association Française de la Gestion Financière – AFG (French Asset Management Association) represents and promotes the interests of third-party portfolio management professionals. It brings together all asset management players from the discretionary and collective portfolio management segments. These companies manage nearly €3,800 billion in assets, including €1,800 billion in French funds and approximately €2,000 billion in discretionary portfolios and foreign funds. AFG is an active member of EFAMA and PensionsEurope.
CPR AM is a wholly-owned subsidiary of the Amundi Group, autonomous in its development and management. The company is supported by the leading European asset manager. CPR AM has been able to establish its footprint with its major French an international clients thanks to the combination of its historical know-how and the wealth of its expertise. Designing innovative investment solutions, advising Clients and Partners with transparency and high responsiveness while delivering superior long-term risk-adjusted returns: that it is our commitment. Our Investment expertise spans all principal asset classes, including quantitative and thematic equities, asset allocation, fixed income and credit, money market. Each specialized management team has developed its own approach implementing adapted solutions to client’s needs : institutional, corporate, private banks, insurance companies or IFAs. At the end of June, the company manages more than 43 billion euros.