EDHEC-Risk Smart Beta Day 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 in 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.
The conference will focus on smart beta indexation, factor investing and smart beta solutions. It will present the best methods for the construction of multi-factor indices and the case for long/short multi-factor strategies. For this last topic, the aim is to promote those approaches offering very strong factor spreads while also limiting their variation. This integrated approach breaks with the traditional practices of long/short factor investing, which are often based on poor risk management practices.
The conference will also present research of great interest to asset owners on defensive strategies and on smart beta and low carbon investing.
EDHEC-Risk Smart Beta Day Europe 2017 is organised in partnership with ERI Scientific Beta.