Seminar Factor Investing

May 24: Seminar Factor Investing: What steps need to be taken for Factor Investing 2.0?

May 24, 2016, from 12.30pm – 5.30pm

ROSARIUM, Amsterdam

Seminar Factor Investing: What steps need to be taken for Factor Investing 2.0?

What’s new in Factor Investing? What about Overcrowding and Liquidity? How to combine Factor Investing and ESG Investing? Active or Passive in Factor Investing? How to benchmark the Factor Investing benchmark? What risk factors work and what risk factors don’t work? What are the lessons learned from Factor Investing in Equities, Fixed Income and other Asset Classes?

Please mark your calendars and come join us at our Seminar on Factor Investing in Amsterdam on May 24, 2016 from 12.30pm until 5.30pm, followed by a networking reception. We have top speakers that will share their views with you via an individual tailor made break out session programme, where you decide what sessions you will attend and that is geared towards your specific interests!

Ramon Tol (Fund manager at Blue Sky Group) will be chairing this event.

View the Full Programme and Register right now


Choose from the following presentations:

Break out session 1

A: Factor Investing is Active Investing, Brian Wimmer, Senior Investment Strategist in the Investment Strategy Group at Vanguard
B: Green Beta – Integrating Environmental (and Social and Governance) Factors into Smart Beta, William Cazalet, Managing Director, Head of Equities at Mellon Capital Management
C: Effective and Efficient Factor Exposure, Gareth Parker, Senior Director, Indexes Research, Design & Development at FTSE Russell
D: Benchmarking Systematic Equity, Mark Voermans, Senior Portfolio Manager Quantitative Equites at APG

Break out session 2

E: The Crowding and Liquidity Dilemma in Factor Investing – Evidence from Different Asset Classes, Thomas Kieselstein, CIO, Managing Partner at Quoniam Asset Management
F: The Surprising Impact of Rebalancing on Rules-Based Portfolios, Carl Moss, Senior Managing Director of Investments at INTECH
G: Maintaining full diversification potential when combining factor risk premiums while managing implicit macro risks, Dr. Benedikt Henne, Managing Director and CIO Systematic Equity at AllianzGI
H: Are Factor Strategies Becoming Crowded?, Dimitris Melas, Global head of Equity Research at MSCI

Break out session 3

I: Factor Investing: from concept to implementation, Joop Huij, PhD, Executive Director, Head of Factor Investing Research and Simon Lansdorp, PhD, Researcher, Factor Investing Research team at Robeco
J: Key Design Questions in Factor Investing – Do’s and Don'ts, Tarek Eldin, PhD, Head of Research at GEODE
K: The Pitfalls of Factor Investing, Peter Wesselius, Senior Quantitative Portfolio Manager – Equities at Achmea Investment Management
L: The Smart, the Dumb and the Alpha: A framework to understand Smart Beta and Risk Factor Investing, Yves Choueifaty, President and CIO of Tobam

Break out session 4

M: Equity Factor Allocation using ETFs – a passive approach, François Millet, Head of Product Line Management, ETFs & Indexing at Lyxor Asset Management
N: Improving Risk-adjusted Returns in Factor Investing, Matt Peron, Managing Director, Global Equity at Northern Trust
O: Core/Satellite 2.0 - An Alternative Equity Proposition, Bram Bikker, Head of Equity & Fixed Income at Altis Investment Management
P: Mainstreaming factor-investing, Jaap van Dam, Principal Director Investment Strategy at PGGM.


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