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
- 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
- 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
- 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
- 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
- How ETF primary and secondary liquidity work
- Facts & Figures about European ETF liquidity; impact on institutional portfolios
- Alternative trading mechanisms for executing at scale
Thursday, 8 June, 2017
The Grange Tower Bridge Hotel, London
VENUE OF THE EVENT :
The Grange Tower Bridge Hotel
45 Prescot St, London E1 8GP, UK
Tel: +44 (0) 20 7959 5000
WAY OF ACCESS :
Nearest underground or rail stations :
Tower Hill Underground Station (District and Circle lines)
London Fenchurch Street Rail Station (c2c)
Tower Gateway (DLR)
Nearest car parking facilities :
On-street parking available outside Grange Tower Bridge Hotel (parking meter charges apply).
Minories car park : 1 Shorter street, London E1 8LP
Tel : +44 (0) 20 7481 3153 – Website : http://en.parkopedia.co.uk/ for more parking locations
Nearest airport :
The Grange Tower Bridge Hotel is approximately:
1 hour from London Heathrow airport
1 hour 30 minutes from London Gatwick
30 minutes from London City airport
Taxi : +44 (0) 20 8740 2190
|Net of VAT||Including VAT|
Pension schemes, charities, endowments, foundations, insurance companies (excluding third party asset management), single family offices, financial executives from non-financial companies, private bankers, multi-managers
Non preferential category
All other delegates
Early bird delegate registration fee valid until 28 March, 2017:
€350 net of VAT - €420 including VAT
Standard delegate registration fee from 29 March, 2017:
€500 net of VAT - €600 including VAT
REGISTRATION OPENS ON 28 FEBRUARY, 2017