Beyond Factor Investing

Delivering New Insights for European Pension Funds

Why Attend

Factor investing suggests that there is a handful of persistent characteristics that explain much of the return of publicly-traded securities.
But pragmatic smart beta advocates have long warned that poorly implemented and monitored factors can go unrewarded for decades. 
 
To give you the best insight on these issues we have assembled a group of specialists to engage with pension funds
for a morning of presentations and discussions on this latest form of quantitative investing.  
Potential topics on why factor investing is important to pension funds include:
      The following areas form the essence of the seminar:
  • Defining rewarded factors
  • Which factors work?
  • Are there only factors or anomalies too?
  • How to combine factors
  • Factor portfolio implementation
  • How to allocate to factor investing alongside other styles
  • Should pension funds time factor exposure?
  • Factor investing for more stable returns
  • Factor indices
  • Factors in fixed income
  • Factors in emerging markets
  • Factor investing in commodities
  • Long-short factor exposure 

The Cities

London

The Ritz
Tuesday 06 June

Copenhagen

Hotel D'Angleterre,
Wednesday 07 June

Stockholm

Nobis Hotel 
Thursday 08 June

Paris

Hôtel Shangri-La
Thursday 15 June

Rome

Hotel d'Inghilterra
Tuesday 27 June

Munich

Hotel Bayerischer Hof 
Wednesday 28 June

Amsterdam

The Dylan 
Tuesday 04 July

Zurich

Hotel Schweizerhof
Wednesday 05 July
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