Scientific Beta

Frédéric Ducoulombier, ESG Director at Scientific Beta, will be conducting a plenary session at the EDHEC Climate Finance Conference on the theme "Incorporating Climate Risk in Equity Factor Investing Strategies" which will examine the relevance of various metrics in relation to investor objectives and the effects of leverage, derivatives and short sales, the benefits of screening vs. optimisation approaches, and the performance of equity factor strategies with reduced exposure to transition risks.

Frédéric Ducoulombier, ESG Director at Scientific Beta, will be conducting a plenary session on 17 December, 2019 at 11:00 CET on the theme "Incorporating Climate Risk in Equity Factor Investing Strategies". The presentation will examine the relevance of various metrics in relation to investor objectives and the effects of leverage, derivatives and short sales, the benefits of screening vs. optimisation approaches, and the performance of equity factor strategies with reduced exposure to transition risks.

The EDHEC Climate Finance Conference is organised by EDHEC-Risk Institute and will be taking place at the Palais Brongniart in Paris. This one-day event will present the research carried out by EDHEC-Risk Institute, EDHEC Business School and Scientific Beta and discuss it with institutional investment, asset management, investment banking, regulatory and academic communities. The conference aims to showcase the highest quality thinking and research in the area of Sustainable Investing. The programme is developed on a foundation of academic rigour with an overriding objective of identifying practical significance.

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 ten years as the founding director of EDHEC Risk Institute’s executive education arm and of EDHEC Risk Institute–Asia. At EDHEC Business School, 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 European Securities Markets Authority’s Financial Innovation Standing Committee from February 2015 to January 2017. He holds a master’s in management from IESEG School of Management, a graduate certificate in East Asian Studies from a University of Montréal/McGill University program, and is a Chartered Alternative Investment Analyst® designee.