The authors of a number of articles from the December 2020 Research for Institutional Money Management supplement to Pensions & Investments on the robustness of smart beta strategies, the inclusion of intangible assets in the value definition, ESG engagement and divestment, and a new historical volatility risk control option offered by Scientific Beta, will be discussing their research at a dedicated webinar.
Overview
The Research for Institutional Money Management supplement to Pensions & Investments provides North American institutional investors with an academic research perspective on the most relevant issues in the industry today.
Several of the authors who participated in the December 2020 supplement are very pleased to present a selection of articles at a special webinar:
Hosts
Daniel Aguet, Index Director, Scientific Beta
Daniel Aguet is Index Director at Scientific Beta. He previously worked at BCV, a Swiss bank based in Lausanne, as a Quantitative Investment Manager for more than 10 years. His work was mainly focused on quantitative research and fund management in the equity space. He has been involved in the development and the management of smart beta portfolios both in a long-only and a long/short framework, as well as in research on the quantitative implementation of socially responsible investment. Daniel is a Chartered Alternative Investment Analyst (CAIA) and holds a Master’s degree in Finance with a specialisation in Financial Engineering and Risk Management from HEC Lausanne.
Erik Christiansen, ESG & Low Carbon Solutions Specialist, Scientific Beta
Erik Christiansen is an ESG & Low Carbon Solutions Specialist with Scientific Beta. He was previously 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 implementing the equity and ESG strategies. He has also previously worked as a Methodology Coordinator and Analyst at Vigeo Eiris, the ESG rating agency. Erik holds a Master’s degree in Management from the ESCP Business School and is a CFA charterholder.
Frédéric Ducoulombier, ESG Director, Scientific Beta
Frédéric Ducoulombier is ESG Director at Scientific Beta. From 2015 to 2019, he was in charge of risk and compliance for Scientific Beta having previously served EDHEC Business School’s risk and investment management research centre for 10 years as the founding Director of EDHEC-Risk Institute’s executive education arm and of EDHEC Risk Institute–Asia. At EDHEC, he also taught economics and finance, managed graduate programmes and served as Deputy Associate Dean of Graduate Studies and Deputy Associate Dean of Research and Development. His research and advocacy work has focused on the purported risks of exchange traded funds, the governance and transparency of financial indices, non-financial risks in the fund management industry, smart beta and factor investing and the integration of environmental, social and governance criteria into investment. He was a member of the Consultative Working Group of the ESMA Financial Innovation Standing Committee from February 2015 to January 2017.
Felix Goltz, Research Director, Scientific Beta
Felix Goltz is Research Director, Scientific Beta and also a member of the EDHEC Scientific Beta research chair. 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. 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.
Dimitris Korovilas, Investment Specialist, Scientific Beta
Dimitris Korovilas is an Investment Specialist in the Business Development Division of Scientific Beta. Prior to joining Scientific Beta in 2019, he held a Vice President position in the Investment Strategies division of investment bank Citigroup. He has worked on a range of topics including equity factor indices, multi-asset risk premia, portfolio construction and volatility-based strategies. He holds a PhD in finance from the ICMA Centre, Henley Business School in the UK and a Master’s degree from the same school. His doctoral research has appeared in international academic journals.
Ben Luyten, Quantitative Research Analyst, Scientific Beta
Ben Luyten is a Quantitative Research Analyst at Scientific Beta. He graduated from the Financial Markets Master at EDHEC Business School in Nice and he previously obtained a master’s degree in Business Engineering from Hasselt University in Belgium. For more than two years, he worked as an accountant for Facil Europe BVBA in Belgium. He was also part of a small group that founded the Finance and Investment Learning Association in Belgium, a private club that manages a small fund based on fundamental research.