L’AGEFI Day : Indexing, ETF & Smart Beta Summit

L’AGEFI Day : Indexing, ETF & Smart Beta Summit

8 June, 2017

Overview

L’AGEFI Day: Indexing, ETF & Smart Beta Summit is a unique opportunity to gain deep insight in the latest techniques and trends that are reshaping the investment management industry.

The conference is dedicated to institutional investors, multi-managers, private bankers and family officers, and will focus on the key aspects of modern investment approaches, including indexing, single and multi-factor portfolios and smart beta solutions.

Our aim is to help delegates to better understand the details of how modern benchmarks are built and how they should be analyzed and used.

This conference will also offer unique insight into the investment vehicles providing access to those benchmarks, and shed light on how you can select the most efficient funds available on the market to benefit from the liquidity offered by secondary markets through listed ETFs.

This conference will help you make sense of the current revolution in the industry and make better investments.

With a programme including plenary sessions, workshops, a keynote and an exhibition area, L’AGEFI Day is the chief event to allow professionals to:

  • Review regulation work in progress and major industry challenges
  • Explore state-of-the-art investment techniques, benchmark practices, and advances in research
  • Benefit from expert feedback and experience in best practices in the industry
  • Network with the major players in the industry

Programme

09h00 Investor perceptions of ETFs and Smart Beta strategies

Presentation of the results of the EDHEC-Risk European ETF Survey 2016

  • How has investors' use of ETFs evolved over time?
  • What are the current best practices for smart beta and factor investing?
  • Which challenges do investors face when evaluating smart beta and factor investing strategies?

SPEAKERS : 

  • Felix GOLTZ, Ph.D., Research Director - ERI SCIENTIFIC BETA & Head of Applied Research - EDHEC-RISK INSTITUTE
  • Fannie WURTZ, Managing Director - AMUNDI ETF, INDEXING & SMART BETA

10h00 Sponsors workshops

UBS

Practical implementation of smart beta exposures

  • Not all smart beta indices are created equal. How to choose the right ones?
  • Timing factors and their performance over the business cycle
  • Combining smart beta indices into a multi-factor exposure

Dr Pawel JANUS, Head Research & Content, UBS Asset Management, Passive and ETF Solutions - UBS

11h00 Navigating the index and ETF revolutions

  • Facts & figures – beyond the growth of assets under management
  • When innovation becomes revolution in uses and practices
  • Are you ready for an ecosystem turned upside down?

12h00 Smart beta & factor investing: rational expectations, mis-pricing and implications for investors

  • Why multiple factors in the first place?
  • Issues and risks: empirical evidence and implications
  • Toward dynamic multi-factor portfolios

SPEAKERS : 

  • Bruno TAILLARDAT, Head of Smart Beta - AMUNDI
  • Olivier ROUSSEAU, Executive director - FOND DE RESERVE DES RETRAITES
  • Maxime BONELLI, Research & Development - KORIS INTERNATIONAL

12h00 Fixed Income ETFs

  • Understanding Fixed Income benchmark construction and ETF replication strategies
  • The difficult choice between active and passive exposure to Fixed Income
  • Fixed Income ETF trading: premium, discount and market liquidity

02h00 Smart beta in fixed-income

  • What is fixed-income smart beta, and why is it different?
  • Cross-sectional versus time-series risk premia: empirical findings
  • The problem with proxies: how to ensure robustness and repeatability

03h00 Institutional investing in ETFs: best practices in selection, due diligence & monitoring

  • Understanding what an index brings to your portfolio
  • Quantitative ETF selection: understanding the criteria that matter
  • How to conduct efficient qualitative due diligence on an ETF and organize execution

03h00 When ETF liquidity makes a real difference

  • How ETF primary and secondary liquidity work
  • Facts & Figures about European ETF liquidity; impact on institutional portfolios
  • Alternative trading mechanisms for executing at scale

Speakers

Maxime BONELLI
Maxime BONELLI

Maxime BONELLI

Research & Development

KORIS INTERNATIONAL
Felix GOLTZ
Felix GOLTZ

Felix GOLTZ

Ph.D., Research Director - ERI SCIENTIFIC BETA, Head of Applied Research - EDHEC-RISK INSTITUTE

Olivier ROUSSEAU
Olivier ROUSSEAU

Olivier ROUSSEAU

Executive director

FOND DE RESERVE DES RETRAITES
Bruno TAILLARDAT
Bruno TAILLARDAT

Bruno TAILLARDAT

Head of Smart Beta

AMUNDI
Fannie WURTZ
Fannie WURTZ

Fannie WURTZ

Managing Director

AMUNDI ETF, INDEXING & SMART BETA

Social Media

#AGEFIday

Free registration

Contact

Marine SENSER
msenser@agefi.fr

Sponsors

IN PARTNERSHIP WITH

  • TRACKINSIGHT
    TRACKINSIGHT
    TRACKINSIGHT

SPONSOR PLATINUM

  • AMUNDI ASSET MANAGEMENT
    AMUNDI ASSET MANAGEMENT
    AMUNDI ASSET MANAGEMENT
    The Amundi ETF, Indexing and Smart Beta business line is one of the group’s strategic business areas, with a total of 64bn US$ AuM1*. Built on strong commitments to cost-efficiency, innovation and transparency, the Amundi ETF platform is the fifth-largest ETF provider in Europe**, with 100 ETFs and more than 450 listings across Europe. For Indexing and Smart Beta, innovation and customization are at the core of the client-oriented approach. The objective is to provide investors with robust, flexible and highly cost-efficient solutions, leveraging Amundi’s pricing power and extensive resources, including first-class research capabilities in SRI and Factor Investing. *Source: Amundi ETF, Indexing & Smart Beta as of 31/12/2016 **Source: Deutsche Bank European Monthly ETF market review, December 2016

SPONSOR SILVER

  • UBS ASSET MANAGEMENT
    UBS ASSET MANAGEMENT
    UBS ASSET MANAGEMENT
    Contact Commercial :
    Florian CISANA, Investment Specialist, UBS ETF UK & Ireland - +44 20790 15398 - florian.cisana@ubs.com
    Index-tracking investment solutions have been a core competence of UBS Asset Management for over 30 years. As a leading fund house in Europe, UBS launched its first ETF in Europe in 2001 and is currently one of Europe’s foremost providers, and a dominant force in currency-hedged ETFs in the region. The range comprises more than 200 ETFs and offers investors a transparent and flexible opportunity to diversify their investments across key markets and all asset classes, including equities, bonds, real estate, commodities and alternative investments.

EXHIBITOR

  • VAN ECK
    VAN ECK
    VAN ECK

MEDIA PARTNER

  • IPE
    IPE
    IPE