Scientific Beta

Noël Amenc, CEO of ERI Scientific Beta, participated in a roundtable on the theme, "From smart beta to multi-factor management, the ETF industry inbetween maturity and change", at the 14th annual asset management forum organised on 8 October, 2015 in Paris by L'Agefi, the leading French media group specialising in providing information and services to professionals in the financial industry.

Noël Amenc, CEO of ERI Scientific Beta, participated in a roundtable at the 14th annual asset management forum organised on 8 October, 2015 in Paris by L'Agefi, the leading French media group specialising in providing information and services to professionals in the financial industry. 

The session, moderated by Agefi journalists, focused on the theme "From smart beta to multi-factor management, the ETF industry inbetween maturity and change", and examined the following topics:

• Is the role of index management and ETFs in portfolios inevitably destined to grow?
• What can smart beta 2.0 contribute through multi-factor management?
• The growing proportion of smart beta in porfolios as a source of exposure to strategies that were only conceivable until now through active management
• How to choose a smart beta index?
• From the increase in liabilities on bond ETFs to the lack of liquidity in the underlying universe: myth and reality
• Focus on accounting change driven by IFRS 9: towards an evolution of the classification and evaluation of ETFs? What are the risks and impact in terms of liquidity?

In addition to ERI Scientific Beta, other organisations represented at the roundtable were Lyxor ETF; Amundi ETF, Indexing & Smart Beta; SOURCE; and La Banque Postale.

The event, which brought together over 400 major investors and their partners - asset managers, custodians and consultants - was opened by Martin Merlin, Financial Markets Director of the European Commission, and consisted of a series of roundtables on the subjects of quantitative easing, diversification, corporate debt, ETFs, equities management, high yield, investment solutions, alternative investment, and allocation.