Event detail

Name: EDHEC-Risk Smart Beta Day Amsterdam 2017

From: 21 Nov 2017

To: 21 Nov 2017

Address: Intercontinental Amstel Amsterdam, Professor Tulpplein 1, Amsterdam, 1018 GX, Netherlands

Organizer: EDHEC

Key speakers: Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Research Director Noël Amenc, Professor of Finance, EDHEC Business School Eric Shirbini, Global Product Specialist, ERI Scientific Beta Erik Christiansen, Senior Business Development Director Europe, ERI Scientific Beta Jordan Berger, Director of Strategic Relationships & Portfolio Intelligence, OPTrust Preben Bertelsen, Senior Portfolio Manager, Danske Capital Claus Thielgard, Head of Equities, DIP/JOB Renato Zaffuto, Head of Equity, Fideuram

Web page: http://www.edhec-risk.com/site_edhecrisk/public/events/edhec_conferences/EDHEC-Risk_Smart_Beta_Day_Amsterdam_2017

Pricing: - The conference is reserved for asset owners, admission to the conference is complimentary and by invitation only.

Description: The EDHEC-Risk Smart Beta Day is organised by an academic research centre for the benefit of professionals. It presents the research carried out by EDHEC-Risk Institute and discusses it with the institutional investor and financial advisory communities.

The conference enables participants to have access to the latest conceptual advances and research results in smart beta investing and to discuss their implications and applications with researchers who combine expertise of advanced financial techniques with a sound awareness of their industry relevance.

The event is structured to appeal to asset owners and their direct investment consultants and financial advisors. The one-day conference will include multiple plenary sessions allowing professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to advances in research.

The conference this year will focus on a central theme which is risk management in smart beta and more particularly in factor investing. Good risk management implies accounting for the variations of beta and risk premia of the different factors to which the investor wants to be exposed whether in terms of long only or long/short strategies.

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