May 29: Seminar what’s next for Factor Investing in Equities & Fixed Income?


Seminar what’s next for Factor Investing in Equities & Fixed Income?
May 29, 2018 from 10.30am – 5.30pm

Achmea Investment Management, Zeist

In 2012 Financial Investigator organized her first seminar on Factor Investing/Smart Beta. We then invited the Factor Investing/Smart Beta pioneers from the first hour. What are the lessons learned over the last 6 years with respect to Factor Investing? What factors generate return? Where do we stand? How to apply an integrated approach in Factor Investing? How to better design your Factor Investing approach? How to incorporate Factor Investing into your investment portfolio? From pioneer to mainstream: what challenges do you encounter? Evolution: Is ESG a factor as well?

Please mark your calendars and come join us at our Seminar on Factor Investing in Equities & Fixed Income in Zeist on May 29, 2018 from 10:30am until 5:30pm, followed by a networking reception. Top speakers will share their views with you via various breakout sessions that can be chosen from.

Gerben Jorritsma (Global Head of Investments, ABN AMRO Bank) will be chairing this event.

Programme

10.30: Registration and Coffee

11.30: Welcome & Introduction
Gerben Jorritsma (Global Head of Investments, ABN AMRO Bank)

11.35: Lessons Learned in Equity Investing
Martin Sanders
(Managing Director, Altis Investment Management)

12.05: Factor Investing: What you see is what you get
Peter Wesselius (Portfolio Manager, Achmea Investment Management)

12.35-13.35: Breakout session 1 (12.35-13.05 & 13.05-13.35)

  • A. Factor Investing: A practitioner's perspective
    Michael Fraikin (Global Head of Research, Invesco Quant Strategies)
  • B. A Quant(um) Leap into Fixed Income and Multi Asset
    Philippe Vannerem, PhD (Associate Partner, Portfolio Manager in Fixed Income, Quoniam)
  • C. The active factor exposure you didn’t know you had
    Mark Fitzgerald (Head of Equity Product Management, Vanguard Europe)
  • D. De-bugging Smart Beta: Experience Matters
    Ben Goetsch, CFA (Vice President and Equity Strategist, Northern Trust Asset Management)

13.35: Lunch

14.00-15.00: Breakout session 2 (14.00-14.30 & 14.30-15.00)

  • E. Factor Investing in China - A look at A-shares
    Erik Mulder (Portfolio Manager, Allianz Global Investors)
  • F. Factor Investing: Avoiding the Pitfalls, Capturing the Full Potential
    Ferdinand Haas (Managing Director, Global Head of Investment Specialists, DWS)
  • G. Active Fixed Income Investing: A Role for Systematic Approaches
    Scott Richardson, PhD (Principal, AQR)
  • H. Smart Sustainability: Integrating Style Factors & Climate Considerations
    Marlies van Boven, PhD (Managing Director in the Research Analytics team, FTSE Russell)

15.00: Coffee Break

15.15-16.15: Breakout session 3 (15.15-15.45 & 15.45-16.15)

  • I. Beta Release New Factor Exposure Monitor
    Joop Huij, PhD (Head of Factor Investing Research, Robeco) and Simon Lansdorp (Director, Portfolio Manager, Robeco)
  • J. Avoid Smart Beta Wannabes
    Vitali Kalesnik, PhD (Partner and Head of Equity Research, Research Affiliates)
  • K. Advice on Factor Investing, an Update
    Tarek Eldin, PhD (Head of Research, Geode Capital Management (exclusive access via Fidelity International))
  • L. The Best-Kept Secret in Investing
    David Schofield (President, Intech International (Janus Henderson))

16.15: Factor Investing: Is it different in Asia?
Jason Hsu
, PhD (Founder and CIO, Rayliant Global Advisors)

16.45: Interactive discussion with propositions:
Jason Hsu
, PhD (Founder and CIO, Rayliant Global Advisors), Erik Hulsegge (Lead Portfolio Manager, PGGM Investments), Gerben de Zwart, PhD (Head of Quantitative Equity, APG) and Andreas Poole (Senior Portfolio Manager, Storebrand Asset Management)

17.15: Summary of Findings and conclusions, closing

17.20: Drinks Reception

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