Menu

With factor investing strategies becoming more widely used amongst institutional investors, their applicability as a benchmark to a wider array of strategies grows. 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 Evolution of Factor Investing report brings together a mixture of UK and North American based asset owners and asset managers to explore through roundtable debates and interviews the key issues from user’s perspective. Important issues covered include, the heritage of factor investing, applicability of using factor indexes as part of an ETF product and challenges of adopting factor indexes into an institutional investment portfolio.

Download
Report Free

Share with others:

Examining the emergence of factor investing strategies and their uses within an institutional portfolio

1.1 WHITE PAPER:
The heritage of factor investing – where does it come from and where is it going?

This paper will look at the continued evolvement from smart beta to factor investing strategies and seek to identify what are the main factors driving returns

  • Peter Gunthrorpe, Managing Director, Research & Analytics, FTSE Russell

1.2 INTERVIEW:
Applicability of using factor indexes as part of an ETF product – the asset manager perspective

Moderator:

  • Zara Amer, Head of Content, Clear Path Analysis

Interviewee:

  • Yazann Romahi, Managing Director, JP Morgan Asset Management

1.3 ROUNDTABLE DEBATE:
UK perspective - assessing the key questions of adopting factor indexes into an institutional investment portfolio

This debate will cover the key questions of the adoption of multi-factors and the effect of each based on timing. The debate will include a look at the main factors driving returns; effect of combining versus not; which to lay against one another; cost of factor investing and methodology for combining factors.

Moderator:

  • Noel Hillman, Managing Director, Clear Path Analysis

Panellists:

  • Neil Morgan, Senior Pension Trustee, Capita Asset Services
  • Max Townshend, Investment Manager, Local Pensions Partnership
  • Peter Gunthrorp, Managing Director, Research & Analytics, FTSE Russell
  • Nizam Hamid, ETF Strategist, WisdomTree Europe

1.4 ROUNDTABLE DEBATE:
U.S. perspective – differences between UK and U.S. participants

Moderator:

  • Noel Hillman, Managing Director, Clear Path Analysis

Panellists:

  • Rolf Agather, Managing Director, Research and Development, FTSE Russell
  • Alexander Davey, Director of Alternative Beta Strategies, HSBC Global Asset Management
  • Luciano Siracusano, Chief Investment Strategist, Wisdom Tree
  • Jerry Davis, Former Chief Investment Officer, New Orleans Retirement System
  • Paul Johnson, Trustee, State University Retirement System

Rolf Agather

Managing Director, Research and Development, FTSE Russell

Peter Gunthorpe

Managing Director, Research & Analytics, FTSE Russell

Yazann Romahi

Managing Director, JP Morgan Asset Management

Neil Morgan

Senior Pension Trustee, Capita Asset Services

Max Townshend,

Investment Manager, Local Pensions Partnership

Nizam Hamid

ETF Strategist, WisdomTree Europe

Alexander Davey

Director of Alternative Beta Strategies, HSBC Global Asset Management

Luciano Siracusano

Chief Investment Strategist, Wisdom Tree

Jerry Davis

Former Chief Investment Officer, New Orleans Retirement System

Paul Johnson

Trustee, State University Retirement System

FTSE Russell is a global index leader that provides innovative benchmarking, analytics and data solutions for investors worldwide. FTSE Russell calculates thousands of indexes that measure and benchmark markets and asset classes in more than 70 countries, covering 98% of the investable market globally.

FTSE Russell index expertise and products are used extensively by institutional and retail investors globally. Approximately $10 trillion is currently benchmarked to FTSE Russell indexes. For over 30 years, leading asset owners, asset managers, ETF providers and investment banks have chosen FTSE Russell indexes to benchmark their investment performance and create ETFs, structured products and index-based derivatives.

A core set of universal principles guides FTSE Russell index design and management: a transparent rules-based methodology is informed by independent committees of leading market participants.

FTSE Russell is focused on applying the highest industry standards in index design and governance and embraces the IOSCO Principles. FTSE Russell is also focused on index innovation and customer partnerships as it seeks to enhance the breadth, depth and reach of its offering.

FTSE Russell is wholly owned by London Stock Exchange Group.

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

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
  • Producing a case study white paper written with a client or supplier
  • 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

Savvy Investor is the world’s fastest growing professional network for institutional investors, curating the best pensions and investment white papers from around the web and tailoring research to the interests of individual members. Launched in March 2015, the site already has over 15,000 members, including pension funds, asset owners, investment managers and investment consultants.