The annual conference is organised by Scientific Beta within the framework of EDHEC Business School, a leading academic institution, as part of its policy of transferring know-how to the industry.
The two-day conference will include multiple plenary sessions, workshops and practical sessions presenting the latest advances in smart beta and climate strategy design and implementation for the benefit of the institutional investor and financial advisory communities.
The 2021 edition of the conference will focus on the need to question smart strategies and climate investing.
On November 17, at 11:00am CET, Lionel Martellini, Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute, will conduct a plenary session Precision Investing - On the Optimal Design of Personalised Performance Portfolios for Liability-Driven Investors.
The plenary session will explore the following topics:
- The Golden Years: Fund Separation Theorems or how to build an optimal seeking portfolio that would suit all investors
- How to take into account the interactions between performance portfolio risks and liabilities
- A Fundamental Result: Yet Another Fund Separation Theorem
- A First Application: Optimal Underlyings for Convex Payoffs
- A Second Application: Optimal Underlyings for Liability-Driven Payoffs
Further information on the conference can be found on the Scientific Beta Website.