EDHEC Scientific Beta Days Europe 2021

Presentation

The two-day conference will include multiple plenary sessions, workshops and practical sessions presenting the latest advances in smart beta and climate strategy design and implementation for the benefit of the institutional investor and financial advisory communities.

The 2021 edition of the conference will focus on the need to question smart strategies and climate investing.

On November 11, at 11:00am, Shahyar Safaee, CEO, EDHEC Scientific Retirement, will conduct a plenary session entitled Precision Investing - On the Optimal Design of Personalised Performance Portfolios for Liability-Driven Investors, and will explore the following topics:

• The Golden Years: Fund Separation Theorems or how to build an optimal seeking portfolio that would suit all investors

• How to take into account the interactions between performance portfolio risks and liabilities

• A Fundamental Result: Yet Another Fund Separation Theorem

• A First Application: Optimal Underlyings for Convex Payoffs

• A Second Application: Optimal Underlyings for Liability-Driven Payoffs

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Further information on the conference can be found on Scientific Beta Website.