IPE Breakfast Seminar Series 2018
Factor Investing - The Next Chapter

Paris, Thursday 12 April
Hôtel Shangri-La 
10, Avenue d'léna
75116 Paris
08:00
Breakfast & Networking  
08:55
Introduction & Overview 
Gilles Pouzin, Freelance Journalist, IPE 
09:00
Bringing Clarity to the Confusion of Smart Beta
The recent growth in factor investing or smart beta has created the need for a common language and standards to create best practices in portfolio management and construction. This session will explore ways to implement factors into your portfolio in a consistent and transparent manner including:
  • Understanding the effect of factors within your portfolio;
  • Exploring the evolution from style investing to factor investing taking place today;
  • Examining a new framework and standard for evaluating, implementing and reporting factor allocations;
  • Learning how to analyse your portfolio including how to easily compare factor exposures with other funds and benchmarks, while effectviely reporting fund or style characteristics.
Presented by Stephanie Schmidt, Executive Director, MSCI
09:30
Opportunities within Smart Beta: Understanding Methodologies and Assessing the Impact on Investment Outcomes​
Aberdeen Standard Investments’ quantitative equities expert will discuss the various smart beta methodologies that exist and how these impact investment outcomes. He will cover a broad range of topics including:
  • Evaluating the impact of using optimisation techniques: Capturing behavioural and structural mispricings and diversification opportunities;
  • Multifactor versus. single factor approaches: Evaluating methods to minimise the timing risk of each factor;
  • Exploring the effect of more concentrated versus more diversified Smart Beta methodologies;
  • Frequency of rebalancing: Selecting the optimum time to implement a rules based methodology and understanding the impact on a portfolio’s investment themes and allocation;
  • Integrating ESG in smart beta methodologies: Assessing benefits, challenges and approaches.
Presented by Boyan Filev, Co-Head Quantitative Equities, Aberdeen Standard Investments​
10:00
Coffee & Networking
10:30
Discussion Panel / Roundtable
11:00
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