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 about ETFs and Smart Beta strategies

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

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

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

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

Social Media

Delegate fee

Net of VAT Including VAT

Preferential category

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

Free Free

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

€350 €420

Registration

REGISTRATION OPENS ON 28 FEBRUARY, 2017

Contact

Marine SENSER
msenser@agefi.fr