Scientific Beta

The conference, to be held on 14 December, 2016 in New York, will present the research carried out by EDHEC-Risk Institute and will enable asset owners and institutional consultants to discuss the implications and applications of the latest conceptual advances and research results in smart beta investing with researchers who combine expertise of advanced financial techniques with a sound awareness of their industry relevance. 

Overview

The EDHEC-Risk Smart Beta Day is organized by an academic research center for the benefit of professionals. It presents the research carried out by EDHEC-Risk Institute and discusses it with the asset owner 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.

Part I 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, smart beta and low carbon, factor crowding and the robustness and live performance of smart beta.

Part II will focus on smart beta solutions and will present research of great interest to asset owners on defensive strategies and risk allocation solutions. 

EDHEC-Risk Smart Beta Day North America 2016 is organized in partnership with ERI Scientific Beta.

Programme

Morning Sessions (8:00am-1:00pm)

Part I: Smart Beta Indexation and Factor Investing

Afternoon Sessions (1:45pm-5:30pm)

Part II: Smart Beta Solutions

> Speaker biographies

Registration

The conference is reserved for asset owners (including pension schemes, charities, endowments, foundations, insurance companies, single family offices and financial executives from non-financial companies) and institutional consultants.

Admission to the seminar is complimentary and by invitation only.

To register, please visit https://www.regonline.co.uk/smartbetadayus2016.

Official Sponsors

 

Official Media Partner

 

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 close to 40 permanent professors, engineers, and support staff, and 38 research associates and affiliate professors, implements 6 research programmes and 10 research chairs focusing on asset allocation and risk management and has developed an ambitious portfolio of research and educational initiatives in the domain of investment solutions for institutional and individual investors.

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 program 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.

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 favor 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 capitalization 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. With a dedicated team of 45 people it has become one of the leaders in supplying multi-smart-factor indices. As of 30 May, 2016, assets replicating the Scientific Beta indexes reached 10.3 billion USD.

Contact

Joanne Finlay
E-mail: joanne.finlay@edhec-risk.com