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In the current low rate environment, institutional investors are placing their managers under greater pressure to justify their fees while still seeking returns above the benchmark. This has led to the rise in interest for short-term strategies such as quantitative / factor based investing.However, their use differs between UK and North American based investors, providing some interesting comparisons and indications as to where and how the industry will flourish.

The 5th annual Smart Beta Investing, Europe report will bring together asset owners, smart beta fund managers, ETF and index providers, stock exchanges, data providers and other stakeholders to explore the growth of factor investing as an investment trend. The report will consider the reasons driving both factor and non-factor focused fund managers / investors to use the strategy, and explore from the perspective of users if factor investing is really as smart as it is intended to be.

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Driving Smart Beta into the mainstream: reviewing approaches and the scope of factor investing

FOREWARD

Bruno Taillardat, Global Head of Smart Beta and Factor Investing, Amundi

SECTION 1 - WHAT SOME INVESTORS ARE MISSING

1.1 WHITE PAPER: Complexity vs transparency: understanding the trade-off between building a complex portfolio of factors and ensuring transparency

Vinod Nehra, Head of Systematic Investments, Coutts

1.2 WHITE PAPER: Solving the Puzzle – Implementing factor strategies alongside index and alpha

Manuela Sperandeo, Head of iShares Smart Beta in EMEA, BlackRock

SECTION 2 - TO TIME OR NOT TO TIME

2.1 INTERVIEW: Does factor timing violate the underlying reasoning behind having exposure to permanent persistent factors in this traditionally passive investment class?

Interviewer:

Zoi Fletcher, Content Producer, Clear Path Analysis

Interviewee:

Jesper Norgaard, Deputy Chief Investment Officer, Sampension

2.2 ROUNDTABLE: Timing vs. diversification: what will protect us from downturns in the coming financial slowdown

Moderator:

Zoi Fletcher, Content Producer, Clear Path Analysis

Panellists:

Tarik Nbigui, Investment Strategist, Blue Sky Group

Tolu Osekita, Investment Director, Investford Partners

Sascha Freimuller, Managing Partner, Founder, Board Member, Dufour Capital

2.3 WHITEPAPER: Diversifying risks to enhance long-term performance

Bruno Taillardat, Global Head of Smart Beta and Factor Investing, Amundi

SECTION 3 - CHOICES, CHOICES

3.1 INTERVIEW: With the proliferation of products and strategies, how should investors go about manager and product selection?

Interviewer:

Zoi Fletcher, Content Producer, Clear Path Analysis

Interviewee:

Jos Gijsbers, Senior Portfolio Manager, ASR Nederland

3.2 WHITEPAPER: A framework for analysing multifactor funds

Anthony Beevers, Portfolio Manager, First Trust Global Portfolios

SECTION 4 - FACTOR INVESTING IN FIXED INCOME

4.1 INTERVIEW: Definitions of factors: how portable are they in fixed income and across other asset classes?

Interviewer:

Zoi Fletcher, Content Producer, Clear Path Analysis

Interviewee:

Andrea Zazzarelli, Macro Strategist, Fathom Financial Consulting

4.2 ROUNDTABLE: Is factor investing in fixed income old news dressed up as something new?

Moderator:

Zoi Fletcher, Content Producer, Clear Path Analysis

Panellists:

Derek Fulton, CEO, First Trust Global Portfolios

Leonardo Da Costa, Director, Senior Portfolio Manager, First Trust Global Portfolios

Anthony Beevers, Portfolio Manager, First Trust Global Portfolios

4.3 WHITEPAPER: Smart beta for bonds, is it really worth all the detail?

Pierre Guillemin, Msc Eng., Msc Stat, MBA, Investment Advisor, Independent Trader

Bruno Taillardat

Global Head of Smart Beta and Factor Investing, Amundi

Vinod Nehra

Head of Systematic Investments, Coutts

Manuela Sperandeo

Head of iShares Smart Beta in EMEA, BlackRock

Jesper Norgaard

Deputy Chief Investment Officer, Sampension

Tarik Nbigui

Investment Strategist, Blue Sky Group

Tolu Osekita

Investment director, Investford partners

Sascha Freimüller

Managing Partner, Founder, Board Member, Dufour Capital

Jos Gijsbers

Senior Portfolio Manager, ASR Nederland

Anthony Beevers

Portfolio Manager, First Trust Global Portfolios

Andrea Zazzarelli

Macro Strategist, Fathom Financial Consulting

Derek Fulton

CEO, First Trust Global Portfolios

Leonardo Da Costa

Director, Senior Portfolio Manager, First Trust Global Portfolios

Pierre Guillemin

Investment Advisor, Independent Trader

AMUNDI ETF, INDEXING & SMART BETA


With close to €104 billion AUM, Amundi ETF, Indexing and Smart Beta is one of Amundi’s strategic business areas, providing investors with robust, flexible and cost-efficient solutions.


With over 30 years of benchmark construction and replication expertise covering over 100 indices, Amundi is a trusted name in ETF & Index management.


The team also manages €23 billion in Smart Beta & Factor Investing, covering solutions based on both efficient risk management and factor investing. These solutions are available into passive (index-based or ETF) and active management.


The business line benefits from the longstanding ESG knowledge of one of the biggest non-financial analyst teams in Europe, as well as the wide quantitative research resources of the Group to customize portfolios according to investors' constraints.


FIRST TRUST


First Trust was established in 1991 and today the business is made up of First Trust Advisors L.P., First Trust Portfolios L.P. (“FTP”) and First Trust Global Portfolios Ltd (“FTGP”). FTGP was established in 2011 with a single minded mission to be the gateway and distributor of trusted, innovative and superior investment solutions to European clients. First Trust has a long proven track record in providing rules-based and thematic investing across a range of equities, fixed income and alternatives. Our specialist investment managers apply a robust and disciplined approach in providing a unique low cost and transparent way to invest over the long term. Today First Trust is one of the fastest growing global ETF providers and as at the end of September 2018 has $134.606 bn global assets under management (which includes $55.646 bn in UITS where FTP is sponsor).



iSHARES BY BLACKROCK


iShares® is a global leader in exchange-traded funds (ETFs), with more than a decade of expertise and commitment to individual and institutional investors of all sizes. With over 800 funds globally across multiple asset classes and strategies and more than $1.8 trillion in assets under management as of June 30, 2018, iShares helps clients around the world build the core of their portfolios, meet specific investment goals and implement market views. iShares funds are powered by the expert portfolio and risk management of BlackRock, trusted to manage more money than any other investment firm1.

1 Based on $6.3 trillion in AUM as of 6/30/18



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By listening to those in the industry, we create a shortlist of individuals who most influence and inspire those around them and invite them to contribute to our reports and events by:

Contributing a thought piece on an issue raised in the market research

Participating in or moderating a roundtable with other industry leaders

Participating as an interviewer or interviewee

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Taking part in a head to head debate with another respected industry professional.

Clear Path Analysis is always open to suggestions of suitable contributors for future topics.

Call +44 (0) 207 1931 487 or send a message

All our sponsorship packages are ‘tailor made’ to ensure complete success for our clients, so you can feel assured that your specific aims are being addressed. If you’re interested in any of the above benefits then please contact us below about sponsorship:

Call +44 (0) 207 1931 487 or send a message

All our sponsorship packages are ‘tailor made’ to ensure complete success for our clients, so you can feel assured that your specific aims are being addressed. If you’re interested in any of the above benefits then please contact us below about sponsorship:

Call +44 (0) 207 1931 487 or send a message