EDHEC-Risk Days 2016

Overview

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.

Programme

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

Date

Tuesday 15/03/2016 - Wednesday 16/03/2016

Place

The Brewery, 52 Chiswell Street, London EC1Y 4SD, United Kingdom

About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

About EDHEC-Risk Climate Impact Institute

Marking the priority assigned by the School to sustainability issues and building on its research programmes exploring the relationships between climate change and finance, EDHEC-Risk Institute became EDHEC-Risk Climate Impact Institute in October 2022. The Institute's mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies. The Institute’s research programmes explore the relationships between climate change and finance and our key ambition is to become a leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as mitigation and adaptation efforts.