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Indexes & Benchmarking EDHEC-Risk Smart Beta Day 2015 15 December, 2015 - New York, United States

In partnership with ERI Scientific Beta


Overview

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 investment 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 institutional investors 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 research advances.

Part I of the conference will focus on smart beta indexation and will present and discuss the latest research results on equity long-term rewarded factors, diversified factors and concentrated factors, robustness of smart beta strategies and quality dimensions in smart beta investment.

Part II will focus on smart beta solutions and will present research of great interest to institutional investors on the shift from smart beta products to smart beta solutions and smart beta and ALM. The conference will close with a round table including the participation of three major institutional investors and will discuss how investors organise their smart beta investments.

EDHEC-Risk Smart Beta Day is organised in partnership with ERI Scientific Beta.



Program

Morning Sessions (8:00am-12:45pm)
  • 8:00am-8:15am: Introduction
    Marc Zieger, Business Development Director, Scientific Beta North America
Part I: Smart Beta Indexation
  • 8:15am-9:15am: Equity Long-Term Rewarded Factors: What can Investors Learn from Academic Research?
    Felix Goltz, PhD, Head of Applied Research, EDHEC-Risk Institute and Research Director, ERI Scientific Beta

  • 9:15am-10:00am: Diversified Factors or Concentrated Factors: What are the Concepts and Investment Beliefs Behind these Two Smart Beta Investment Approaches?
    Noël Amenc, PhD, Professor of Finance, EDHEC Business School and CEO, ERI Scientific Beta
    Eric Shirbini, PhD, Global Product Specialist, ERI Scientific Beta


    10:00am-10:30am: Morning Break

  • 10:30am-12:00pm: How to Assess Robustness of Smart Beta Strategies
    Felix Goltz, PhD, Head of Applied Research, EDHEC-Risk Institute and Research Director, ERI Scientific Beta

  • 12:00pm-12:45pm: Quality Dimensions in Smart Beta Investment
    Eric Shirbini, PhD, Global Product Specialist, ERI Scientific Beta

    12:45pm-1:45pm: Lunch Break
Afternoon Sessions (1:45pm-6:00pm)

Part II: Smart Beta Solutions

  • 1:45pm-2:45pm: From Smart Beta Products to Smart Beta Solutions
    Noël Amenc, PhD, Professor of Finance, EDHEC Business School and CEO, ERI Scientific Beta
    Eric Shirbini, PhD, Global Product Specialist, ERI Scientific Beta


  • 2:45pm-3:45pm: Smart Beta and ALM
    Lionel Martellini, PhD, Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute, Senior Scientific Advisor, ERI Scientifc Beta

    3:45pm-4:00pm: Afternoon Break

  • 4:00pm-5:00pm: Round Table: How do Investors Organise their Smart Beta Investments?
    Moderated by:
    Amy Resnick, Editor, Pensions & Investments
    Panellists:
    Nelson Da Conceicao, Portfolio Manager, Global Equities, CALPERS
    Syed Haque, Director of Public Markets, United Parcel Service
    Eugene Podkaminer, Senior Vice President, Callan
    Debra Huland, Portfolio Manager of Quantitative Product, State Teachers Retirement System of Ohio
    Marc Zieger, Business Development Director, ERI Scientific Beta North America


    5:00pm-6:00pm: Cocktail
Full program
Consult the list of confirmed speakers.




Registration

The conference is reserved for investors (pension schemes, charities, endowments, foundations, insurance companies, single family offices and financial executives from non-financial companies) and their advisors.

Admission to the seminar is complimentary and by invitation only.

To register, please visit https://www.regonline.co.uk/ERIsmartbeta2015.



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About EDHEC and EDHEC-Risk Institute

Founded in 1906, EDHEC Business School offers management education at undergraduate, graduate, post-graduate and executive levels. Holding the AACSB, AMBA and EQUIS accreditations and regularly ranked among Europe’s leading institutions, EDHEC Business School delivers degree courses to over 6,000 students from the world over and trains 5,500 professionals yearly through executive courses and research events. The School’s ‘Research for Business’ policy focuses on issues that correspond to genuine industry and community expectations.

Established in 2001, EDHEC-Risk Institute has become the premier academic centre for industry-relevant financial research. In partnership with large financial institutions, its team of over 95 permanent professors, engineers, and support staff, and 54 research associates and affiliate professors, implements 6 research programmes and 15 research chairs and strategic research projects focusing on asset allocation and risk management.

In 2012, EDHEC-Risk Institute signed two strategic partnership agreements with the Operations Research and Financial Engineering department of Princeton University to set up a joint research programme in the area of risk and investment management, and with Yale School of Management to set up joint certified executive training courses in North America and Europe in the area of investment management.

Executive Education Activities

EDHEC-Risk Institute has highly significant executive education activities for professionals. In partnership with CFA Institute, it has developed advanced seminars based on its research which are available to CFA charterholders and have been taking place since 2008 in New York, Singapore and London.

EDHEC-Risk Institute Research for Business

EDHEC provides professionals with access to its website, www.edhec-risk.com, which is entirely devoted to international asset management research. The website, which has over 65,000 regular visitors, is aimed at professionals who wish to benefit from EDHEC’s analysis and expertise in the area of applied portfolio management research. Its bi-monthly newsletter is distributed to more than 1.5 million readers.



About ERI Scientific Beta

EDHEC-Risk Institute set up ERI Scientific Beta in December 2012 as part of its policy of transferring know-how to the industry. ERI Scientific Beta is an original initiative which aims to favour the adoption of the latest advances in “smart beta” design and implementation by the whole investment industry. Its academic origin provides the foundation for its strategy: offer, in the best economic conditions possible, the smart beta solutions that are most proven scientifically with full transparency of both the methods and the associated risks. Smart beta is an approach that deviates from the default solution for indexing or benchmarking of using market capitalisation as the sole criterion for weighting and constituent selection.

ERI Scientific Beta provides worldwide client servicing through its offices in Boston, London, Nice, Singapore and Tokyo. ERI Scientific Beta has a dedicated team of 45 people who cover not only client support from Nice, Singapore and Boston, but also the development, production and promotion of its index offering.
Event Details
  When   Between 15/12/2015 07:30 AM and 15/12/2015 06:00 PM
Where   The Plaza, 768 5th Ave, New York, NY 10019, United States
 
Contact Details
  Name   Joanne Finlay
E-mail   joanne.finlay@edhec-risk.com
Phone   +33 493 187 837
 
Attachments
  Program