1. EMEA ROUNDTABLE: How are defensive market strategies evolving today?

Traditional reallocation of capital during volatile markets has gradually evolved over the years. Part of this change has to do with the inclusion of broader asset classes in institutional portfolios. What are the ways that institutional investors are approaching volatility in the market, and the new strategies that they are employing to protect their portfolios?

Moderator:
- David Grana, Head of Production, Clear Path Analysis

Panellists:
- Mark Hedges, Chief Investment Officer, Nationwide Pension
- Jonathan White, Head of Client Portfolio Management, AXA Investment Management
- Mark Fitzgerald, Head of ETF Product Management, Europe, Vanguard
- Marlies van Boven, Managing Director, Research & Analytics, FTSE Russell

2. NORTH AMERICA ROUND TABLE: Despite the volatile market environment, when should institutional asset allocators make significant shifts to their investment strategies and based on what considerations?

In spite of monumental changes to financial markets over the last few decades, strategies of old are still very deep-rooted in institutional investors’ playbooks. Just like with many other preconceived strategies in financial markets, the current methods employed by investors to tackle market volatility simply isn’t working, and a paradigm shift is needed. What is this new and elusive strategy that can help investors protect their portfolio from sharp market movements during volatile times?

Moderator:
- David Grana, Head of Production, Clear Path Analysis

Panellists:
- Charles Van Vleet, Chief Investment Officer of Pension, Textron
- Chris Harvey, Head of Equity Strategy, Wells Fargo Securities
- Mo Haghbin, SVP, Global COO, Investment Solutions, Invesco
- Mark Barnes, Head of U.S. Research, FTSE Russell

3. THOUGHT PIECE: Market turmoil shows all defensive strategies are not the same.

Author: Mark Barnes, Managing Director, Head of U.S. Research, FTSE Russell

4. INTERVIEW: Is there a way to replicate active strategies through passive approaches and what are the implementation hurdles that must be overcome?

The active versus passive argument is overblown. Why can we find a happy medium? Is this what factor investing trying to teach? That you don’t need one strategy or the other, but that they can be executed in unison? And how is it that factor investing creates this happy balance between the two?

Interviewer:
- David Grana, Head of Production, Clear Path Analysis

Interviewee:
- Luke Oliver, Head of U.S. ETF Capital Markets, DWS