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Indexes & Benchmarking - September 21, 2016

EDHEC-Risk Smart Beta Day Europe 2016 to take place on October 13, 2016 at the Intercontinental Amstel in Amsterdam

The inaugural EDHEC-Risk Smart Beta Day Europe 2016 will take place on October 13, 2016 at the Intercontinental Amstel in Amsterdam and will present 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 will include multiple plenary sessions addressing the following themes:

  • Beyond low volatility and minimum volatility strategies, reconciling multi-factor diversification and defensive solutions
  • Smart beta investing: what can we learn from academic research?
  • Does smart beta deliver what it promises? Live performance and robustness of smart beta strategies
  • Smart beta and low carbon investing: when reconciling performance and stringent environmental constraints becomes possible
  • Is factor crowding a real issue?
  • All value indices are not created equal: why, in the last few years, have some value indices outperformed the market?
  • Factor investing and emerging markets: does it work?

Morning sessions of the conference will focus on smart beta indexation and factor investing and will present and discuss the latest research results on the equality of value indices, factor investing and emerging markets, factor crowding as well as the robustness and live performance of smart beta.

Afternoon sessions will focus on smart beta solutions and will present research of great interest to asset owners on defensive strategies and low carbon investing solutions.

EDHEC-Risk Smart Beta Day Europe 2016 is organised by EDHEC-Risk Institute in partnership with ERI Scientific Beta.

Further information on the conference, including the conference programme, can be found at the dedicated webpage here.