EDHEC Scientific Beta Days Europe 2019 is a two-day event taking place on 10-11 October, 2019 in Amsterdam, that will pay special attention to ESG issues but will also allow participants to discover research results in the fields of risk and factor allocation, notably with sessions on factor crowding, the cost of investing in factor strategies, the consideration of conditional factor allocation correlations and regime premia in multi-factor allocation strategies, the ability to improve factor diversification in an existing portfolio and new frontiers in defensive strategies.

Overview

EDHEC Scientific Beta Days Europe 2019 is organised by Scientific Beta within the framework of EDHEC Business School, a leading academic institution, for the benefit of professionals. It presents the research carried out by Scientific Beta and is structured to appeal to asset owners and their direct investment consultants and financial advisors.

The two-day conference will include multiple plenary sessions, workshops and practical sessions presenting case studies, providing a more in-depth analysis of certain topics and allowing professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to advances in research.

EDHEC Scientific Beta Days Europe 2019 will pay special attention to ESG issues but will also allow participants to discover research results in the fields of risk and factor allocation, notably with sessions on factor crowding, the cost of investing in factor strategies, the consideration of conditional factor allocation correlations and regime premia in multi-factor allocation strategies, the ability to improve factor diversification in an existing portfolio and new frontiers in defensive strategies.


Programme

Day One

  7:30am-8:00am: Registrations, Morning Tea and Coffee

Day Two

  7:30am-8:00am: Registrations, Morning Tea and Coffee

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 conference is complimentary and by invitation only.

To register, please visit https://eur.cvent.me/KWqB.


Venue

Barbizon Palace Amsterdam
Prins Hendrikkade 59-72
Amsterdam 1012
Netherlands


About Scientific Beta

Scientific Beta is the smart beta index provider set up by EDHEC-Risk Institute, the applied finance research centre of EDHEC Business School. EDHEC Business School is a private non-profit academic institution established in France in 1906. It ranks amongst the top management schools in Europe and has been distinguished globally for the quality of its management and finance programmes. The EDHEC M.Sc. in Financial Markets ranks 1st in the world in the Financial Times Masters in Finance Pre-experience rankings 2017.

EDHEC-Risk Institute set up Scientific Beta in December 2012 as part of its policy of transferring know-how to the industry. 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.

Within the framework of smart beta offerings, Scientific Beta provides access to smart factor indices, which give exposure to risk factors that are well rewarded over the long term while at the same time diversifying away unrewarded specific risks. By combining these smart factor indices, one can design very high performance passive investment solutions.

With a concern to provide worldwide client servicing, Scientific Beta is present in Boston, London, Nice, Singapore and Tokyo. As of June 30, 2019, there was USD 48bn in assets replicating Scientific Beta indices. 35% of these assets under replication are ESG-compliant. Scientific Beta has a dedicated team of 52 people who cover not only client support from Nice, Singapore and Boston, but also the development, production and promotion of its index offering. Scientific Beta signed the United Nations-supported Principles for Responsible Investment (PRI) on September 27, 2016. On November 27, 2018, Scientific Beta was presented with the Risk Award for Indexing Firm of the Year 2019 by the prestigious professional publication Risk Magazine.


Contact

Joanne Finlay
E-mail: scientificbetadays@scientificbeta.com