[Webinar] Intangible Capital in Factor Models - Presenting research findings from the EDHEC Scientific Beta "Advanced Factor & ESG Investing" Research Chair

The EDHEC Scientific Beta "Advanced Factor & ESG Investing" Research Chair was set up to transfer academic knowledge to the investment industry by providing high-quality research for decision-makers in the professional area. The primary motivation for the research chair is to respond to real-world questions regarding factor investing with research that is recognised for its scientific quality.

At a special webinar to be held on December 14, 2020 at 3pm GMT / 10am EST, we will present the research findings of the first research chair publication entitled "Intangible Capital in Factor Models," in which the authors study the impact of increasingly substantial intangible capital on popular asset pricing models.

This study is among the first to examine the asset pricing implication of incorporating off-balance-sheet intangible assets to address the potentially distorting effects of fully expensing R&D and SG&A on measuring value, profitability, and investment.

The webinar will be scheduled as follows:

Introduction:

Felix Goltz, Research Director, Scientific Beta and Member, EDHEC Scientific Beta research chair "Advanced Factor & ESG Investing"
Presentation of the research paper "Intangible Capital in Factor Models" by the authors:
Huseyin Gulen, Professor of Finance, Krannert Graduate School of Management, Purdue University
Dongmei Li, Professor of Finance, Darla Moore School of Business, University of South Carolina
Ryan Peters, Assistant Professor of Finance, Freeman School of Business, Tulane University
Morad Zekhnini, Assistant Professor of Finance, Eli Broad College of Business; Michigan State University
 

Wrap-up and conclusion:
Felix Goltz, Research Director, Scientific Beta and Member, EDHEC Scientific Beta research chair "Advanced Factor & ESG Investing"
Q&A session with the audience

This event is addressed to the Finance industry.