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EDHEC-Risk Information

EDHEC-Risk Smart Beta Day Amsterdam 2017

Confirmed Speakers

Noël Amenc
Professor of Finance, EDHEC Business School, and CEO, ERI Scientific Beta


Noël Amenc, PhD, is Professor of Finance at EDHEC-Risk Institute, and CEO, ERI Scientific Beta. He has a master’s degree in economics and a PhD in finance and has conducted active research in the fields of quantitative equity management, portfolio performance analysis, and active asset allocation, resulting in numerous academic and practitioner articles and books. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Monetary Authority of Singapore Finance Research Council, and was part of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee.


Erik Christiansen
Senior Consultant, ERI Scientific Beta


Erik Christiansen, CFA is Senior Consultant with ERI Scientific Beta. Erik Christiansen was previously Deputy Director in the Intellectual Property division of the Caisse des Dépôts et Consignations (CDC), the French sovereign wealth fund, and Head of Investment Strategy with the Etablissement de Retraite Additionnelle de la Fonction Publique (ERAFP), the mandatory pension scheme for French civil servants, where he was responsible for a €1.7bn equity portfolio. A Norwegian national, Erik Christiansen has a Master’s degree in Management from the ESCP Business School and is a CFA charterholder.


Aniket Das
Investment Strategist – Index & Smart Beta, Solutions Group, Legal and General Investment Management


Aniket is responsible for LGIM’s research in the field of factor-based investing. Aniket joined LGIM in 2016 from Redington where he held the title of Senior Vice President. There he was responsible for leading the research and development of factor-based solutions for clients. Prior to that, in Australia, he worked in fund ratings at Standard & Poor’s. He commenced his career at Morningstar where he held roles covering equity research, asset allocation and retirement solutions development. Aniket is a fellow of the Institute and Faculty of Actuaries, a fellow of the Institute of Actuaries of Australia and a CFA charterholder. He holds bachelor and master degrees in actuarial studies and applied finance from Macquarie University in Sydney, Australia.


Felix Goltz
Head of Applied Research, EDHEC-Risk Institute, and Research Director, ERI Scientific Beta


Felix Goltz, PhD, is Head of Applied Research at EDHEC-Risk Institute and Research Director, ERI Scientific Beta. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.


Peter Lindahl
Head of Multi-Asset, Evli Fund Management Ltd


Peter Lindahl has worked in the finance industry since 1996 and started at Evli as a portfolio manager in 2000 and is currently heading the Multi-Asset team at Evli’s fund unit. He and his team manage multi-asset and factor funds.


Freddy van Mulligen
Senior Portfolio Manager, Achmea


Freddy is a senior portfolio manager in the External Managers team of Achmea Investment Management. As such he is responsible for constructing equity and fixed income portfolios and the selection and monitoring of asset management strategies. Before joining Achmea in june 2011, Freddy was head of research at Morningstar Benelux (2000-2011) and investment analyst at Robeco (1996-2000). Freddy holds a degree in Monetary Economics from the Rijksuniversiteit Groningen.


Eric Shirbini
Global Research and Investment Solutions Director, ERI Scientific Beta


Eric Shirbini, PhD, is Global Research and Investment Solutions Director with ERI Scientific Beta. Prior to joining EDHEC-Risk Institute in 2011, Eric worked for close to twenty years a quantitative analyst for investment banks including UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At Nomura International, he served as Director of Quantitative Research and at BNP Paribas, he managed a team of analysts who were responsible for the Global Equity Research Database. He holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.


Erik Valtonen
Advisor, Fjärde AP-fonden


Erik Valtonen works as a senior advisor at AP4 in Stockholm, one of the buffer funds in the Swedish public pension system. His role encompasses advice in overall portfolio structure and governance. He also serves as a member of the investment consultative committee of VER, the Finnish state pension. He is also a non-executive director in several asset management companies and fund boards including IPM (Sweden) and Blue Diamond Asset Management AG (Switzerland). Previously Erik was the Chief Investment Officer at AP3. In that role he focused on strategic asset allocation, portfolio construction and innovation. After AP3 served as the CEO of Blue Diamond, a hedge fund specialized in volatility. Erik holds a PhD in Mathematics from the University of Stockholm.