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
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?
- 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
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
- 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
- Bruno TAILLARDAT, Head of Smart Beta - AMUNDI
- Olivier ROUSSEAU, Executive director - FOND DE RESERVE DES RETRAITES
- Maxime BONELLI, Research & Development - KORIS INTERNATIONAL
- 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
- Update on implementation plans for UCITS, MiFID, EMIR, PRIIP regulations
- What impact can be expected for the ETF industry?
- Upcoming agenda: active & non-transparent ETFs, tackling liquidity concerns
Research & DevelopmentKORIS INTERNATIONAL
Ph.D., Research Director - ERI SCIENTIFIC BETA, Head of Applied Research - EDHEC-RISK INSTITUTE
Executive directorFOND DE RESERVE DES RETRAITES
Head of Smart BetaAMUNDI
Managing DirectorAMUNDI ETF, INDEXING & SMART BETA
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
AMUNDI ASSET MANAGEMENTThe 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
Commerzbank AG is a leading international commercial bank with branches and offices in almost 50 countries. Equity Markets & Commodities (EMC), part of Commerzbank’s Corporate Clients segment, is a leading European manufacturer of financial products and a market maker. EMC issues and makes markets in 2500,000 securitised derivative products, ETFs, Mutual Funds, equities and listed options and is the leading market maker of ETFs in Europe. EMC’s extensive investment solutions can be tailored according to client need, and its investment products business encompasses fundamental research, advice and the design and distribution of investment products.
- Contact Commercial :
- Kelly HARPER, Business Development - +44 20 7475 9632 - email@example.com
UBS ASSET MANAGEMENT
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.
- Contact Commercial :
- Florian CISANA, Investment Specialist, UBS ETF UK & Ireland - +44 20790 15398 - firstname.lastname@example.org
MV Index Solutions
MV Index Solutions (MVIS), develops, monitors, and markets the MVIS Indices, a selection of pure-play, investable indices designed for exchange-traded products. In 2011, US-based investment manager VanEck launched MVIS with the goal of adding real value to an almost saturated index market. Since then we have provided sophisticated index tools that offer a more accurate representation of economies than traditional indices. We introduced blue chip indices with benchmark characteristics and our pure-play index concept has set a new industry standard.
- Contact Commercial :
- Thomas KETTNER, Managing Director - +49 (0)69 4056 6950 - email@example.com