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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 4th 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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Using the best Smart Beta strategies to optimise the entire portfolio

SECTION 1

THE SCIENCE OF SMART BETA INVESTING: APPROACHES, APPLICATION, AND ADAPTATION

1.1 WHITEPAPER

Scientific backtesting strategies: is the evidence as robust as claims made about them?

Terence Moll, Head of Investment Strategy, Coutts

Vinod Nehra, Head of Systematic Investments, Coutts Global Markets

1.2 INTERVIEW

Factor Investing: why, how and what next?

Interviewer:

Ben McNamara, Content Producer, Clear Path Analysis

Interviewee:

Jonathan White, Head of Client Portfolio Management, Rosenberg Equities, AXA Investment Managers

1.3 INTERVIEW

How have European investors adapted their Factor Investing in line with relevant global geopolitical events?

Interviewer:

Ben McNamara, Content Producer, Clear Path Analysis

Interviewee:

Manuela Sperandeo, Head of Specialist Sales EMEA, BlackRock iShares

SECTION 2

IMPLEMENTATION AND WITHDRAWAL

2.1 INTERVIEW

Understanding Smart Beta in the context of alternative risk premia strategies: how to be less constrained in your strategy

Interviewer:

Ben McNamara, Content Producer, Clear Path Analysis

Interviewee:

Mads Gosvig, Chief Investment Officer, NOW Pensions

2.2 WHITEPAPER

Bringing Smart Beta back to the financial theory: what aspects of financial theory need to be understood, and what can be gained from Smart Beta?

Pierre Guillemin (Msc Eng., Msc Stat., MBA), Independent Consultant

2.3 ROUNDTABLE DEBATE

Examining the latest cutting-edge Smart Beta implementation strategies

Moderator:

Ben McNamara, Content Producer, Clear Path Analysis

Panelists:

Sascha Freimuller, Managing Partner, Dufour Capital

Ryan Held, PhD, Managing Partner, Dufour Capital

Manuela Sperandeo, Head of iShares EMEA Specialist Sales, BlackRock

Teodor Naoumov, Head of Quantitative Portfolio Management, UBI Pramerica

Michael Ficht, Senior Portfolio Manager Multi-Asset, Deutsche Asset Management

2.4 WHITEPAPER

Using machine learning in Factor Investing

Michael G. Kollo PhD, Chief Research Strategist, Rosenberg Equities, AXA Investment Managers

SECTION 3

SUSTAINABILITY AND THE VALUE’BASED APPROACHES TO SMART BETA

3.1 INTERVIEW

Does integrating Environmental, Social and Governance (ESG) principles with Smart Beta provide value and financial return?

Interviewer:

Ben McNamara, Content Producer, Clear Path Analysis

Interviewee:

Boyan Filev, Co-Head of Quantitative Equities, Aberdeen Asset Management

3.2 INTERVIEW

What are the benefits of multiple Smart Beta strategies for portfolio diversification?

Interviewer:

Ben McNamara, Content Producer, Clear Path Analysis

Interviewee:

Tolu Osekita, Investment Director, InvestFord Group

Terence Moll

Head of Investment Strategy, Coutts

Mads Gosvig

Chief Investment Officer, NOW Pensions

Tolu Osekita

Investment Director, InvestFord Group

Andrew Clare

Professor of Asset Management, Cass Business School

Pierre Guillemin

Finance, Statistics, Engineering. Independent Consultant

Richard Soper

Chairman, First UK Bus Pension Scheme

Boyan Filev

Co-Head of Quantitative Equities, Head of Enhanced Index funds and systematic quantitative strategies, Aberdeen Asset Management

Jonathan White

Head of Client Portfolio Management, Rosenberg Equities

Michael G. Kollo

PhD, Chief Research Strategist, Rosenberg Equities

Michael Fitch

Deutsche AM representative

Manuela Sperandeo

Director - Head of iShares EMEA Specialist Sales BlackRock iShares

Vinod Nehra

Head of Systematic Investments, Coutts Global Markets

Sascha Friemüller

Managing Partner, Dufour Capital

Ryan Held

Managing Partner, Dufour Capital

Teodor Naoumov

Head of Quantitative Portfolio Management, UBI Pramerica

Lead Sponsor
BlackRock is a global leader in investment management, risk management and advisory services for institutional and retail clients. At June 30, 2017, BlackRock’s AUM was $5.7 trillion. BlackRock helps clients around the world meet their goals and overcome challenges with a range of products that include separate accounts, mutual funds, iShares® (exchange-traded funds), and other pooled investment vehicles. BlackRock also offers risk management, advisory and enterprise investment system services to a broad base of institutional investors through BlackRock Solutions®. As of June 30, 2017, the firm had approximately 13,000 employees in more than 30 countries and a major presence in global markets, including North and South America, Europe, Asia, Australia and the Middle East and Africa. For additional information, please visit the Company’s website at www.blackrock.com | Twitter: @blackrock_news | Blog: www.blackrockblog.com | LinkedIn: www.linkedin.com/company/blackrock

Lead sponsor

About AXA Investment Managers

AXA Investment Managers is an active, long-term, global, multi-asset investor. We work with clients today to provide the solutions they need to help build a better tomorrow for their investments, while creating a positive change for the world in which we all live. With approximately €735 billion in assets under management as at end of June 2017, AXA IM employs over 2,450 employees around the world and operates out of 29 offices across 21 countries. Visit our website: www.axa-im.com

Standard Sponsor
Aberdeen Asset Management and Standard Life Investments are investment businesses under the Aberdeen Standard Investments brand.
As a leading global asset manager, we are dedicated to creating long-term value for our clients with over 1,000 investment professionals and we manage £583 billion* of assets worldwide. We have clients in 80 countries supported by 50 relationship offices. This ensures we are close to our clients and the markets in which they invest.
* Aberdeen Asset Management AUM data as at 31 March 2017. Standard Life AUM/AUA data as at 30 June 2017. All other data as at 30 June 2017.

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