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 this year will focus on a central theme which is risk management in smart beta and more particularly in factor investing. Good risk management implies accounting for the variations of beta and risk premia of the different factors to which the investor wants to be exposed whether in terms of long only or long/short strategies.
8:30am-8:45am: Opening Address
8:45am-10:00am: Misconceptions and Misselling of Smart Beta; When the Policy Benchmark does not Respect the Investment Choices
10:30am-11:45am: Cyclicality and Conditionality of Smart Beta Performance and Factor Strategies
11:45am-1:15pm: From Factor Indices to Factor Investing Solutions; How to Genuinely Create Added Value in Smart Beta
2:15pm-3:30pm: Reconciling ESG objectives and multifactor performances
4:00pm-5:15pm: Factor Investing in Long/Short Strategies
EDHEC-Risk Smart Beta Day Amsterdam 2017 is organised by EDHEC-Risk Institute in partnership with ERI Scientific Beta.
Noël Amenc, PhD, Professor of Finance, EDHEC Business School and CEO, ERI Scientific Beta
Eric Shirbini, PhD, Global Research and Investment Solutions Director, ERI Scientific Beta
Felix Goltz, PhD, Head of Applied Research, EDHEC-Risk Institute and Research Director, ERI Scientific Beta
Erik Christiansen, Senior Consultant, ERI Scientific Beta
With the support of
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 conference is complimentary and by invitation only.
To register, please visit https://www.regonline.co.uk/smartbetadaynl2017.
In partnership with