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Smart Beta and factor investing are no longer niche strategies like they were ten years ago. However, there are still some concerns that are holding investors back from using smart beta or allocating to factor funds.

The Smart Beta Investing, Europe 2019 Report explores crowding as a potential reason for the negative relative returns last year, among others. While experts are advocating for multi-factor solutions, there are important discussions to be had around transparency and whether it makes sense to time factors. At the forefront, investors are exploring ways to get a market advantage by using the latest technologies, integrating ESG factors as well as innovative ways of applying factors to fixed income and multi-asset portfolios.

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FOREWARD

0.1 FOREWARD: Factor allocation: a crucial element in building portfolios
- Bruno Taillardat, Global head of Smart Beta & Factor Investing, Amundi

SECTION 1


SMART BETA INVESTING IN A CHALLENGING MARKET

1.1 INTERVIEW: Did crowding in factor funds dilute their market-beating advantage and does it explain the reason factors didn’t do well last year?

Interviewer:
- Zoi Fletcher, Senior Content Producer, Clear Path Analysis
Interviewee:
- Tarik Nbigui, Investment Strategist, Blue Sky Group

1.2 ROUNDTABLE DEBATE: Making your smart beta portfolio weather-proof: knowing the defensive factors that will do well in a downturn and the risky factors that will do poorly

Moderator:
- Zoi Fletcher, Senior Content Producer, Clear Path Analysis
Panellists:
- Derek Fulton, CEO, First Trust Global Portfolios
- Tolu Osekita, Investment director, Investford partners

1.3 WHITEPAPER: Contradictions and conundrums: understanding factor investing
- Bruno Taillardat, Global head of Smart Beta & Factor Investing, Amundi

SECTION 2


GETTING AHEAD OF THE CURVE

2.1 INTERVIEW: Making the case for increasing your risk management budget and capabilities in order to time and combine factors

Interviewer:
- Zoi Fletcher, Senior Content Producer, Clear Path Analysis
Interviewee:
- Jos Gijsbers, Head of Balanced Portfolios, ASR Nederland

2.2 INTERVIEW: Opportunities and challenges in integrating ESG factors into passive (and/or quantitative) equity mandates

Interviewer:
- Zoi Fletcher, Senior Content Producer, Clear Path Analysis
Interviewee:
- Jesper Norgaard, Deputy Chief Investment Officer, Sampension

SECTION 3


TRANSPARENCY

3.1 INTERVIEW: How to ensure you are going to get transparency from product manufacturers on liquidity, capacity and interaction between factors when allocating to factor funds?

Interviewer:
- Zoi Fletcher, Senior Content Producer, Clear Path Analysis
Interviewee:
- Vinod Nehra, Head of Systematic Investments Group, Coutts

SECTION 4


APPROACHES IN FIXED INCOME

4.1 INTERVIEW: Balancing the twin issues of representativeness and replicability in your approach to fixed income factor analysis

Interviewer:
- Zoi Fletcher, Senior Content Producer, Clear Path Analysis
Interviewee:
- John St. Hill, Deputy Chief Investment Officer, Nest

4.2 WHITEPAPER: An alternative approach to portfolio construction in global sovereign bonds
- Derek Fulton, CEO, First Trust Global Portfolios

Bruno Taillardat

Global head of Smart Beta & Factor Investing, Amundi

Tarik Nbigui

Investment Strategist, Blue Sky Group

Derek Fulton

CEO, First Trust Global Portfolios

Tolu Osekita

Investment director, Investford partners

Jos Gijsbers

Head of Balanced Portfolios, ASR Nederland

Jesper Norgaard

Deputy Chief Investment Officer, Sampension

Vinod Nehra

Head of Systematic Investments Group, Coutts

John St. Hill

Deputy Chief Investment Officer, Nest

About Amundi ETF, Indexing and Smart Beta


With more than €122 billion1 in assets under management, Amundi ETF, Indexing and Smart Beta is one of Amundi’s strategic business areas and is a key growth driver for the Group.


Amundi ETF, Indexing and Smart Beta business line provides investors - whether institutionals or distributors - with robust, innovative, and cost-efficient solutions, leveraging Amundi Group’s scale and large resources. The platform also offers investors fully customized solutions (ESG, Low Carbon, specific exclusions, risk constraints, etc.).


With over 30 years of benchmark construction and replication expertise, Amundi is a trusted name in ETF & Index management among the world’s largest institutions. The team is also recognized for its ability to develop Smart Beta & Factor Investing solutions, with more than 10-year track-record.


1- All figures and data are provided by Amundi ETF, Indexing & Smart Beta at end September 2019

First Trust is a privately owned U.S. based financial services firm and was established in 1991, with a simple mission and approach.


We aim to offer investors a better way to invest by providing transparent and innovative solutions through understanding investor long term needs, knowing what we own, employing a robust and disciplined risk management approach, and rebalancing portfolios regularly.


Through these principles First Trust has achieved a strong track record in providing a variety of rules-based, thematic and actively managed strategies globally, investing across a range of equities, fixed income and alternatives.


Today, as one fastest growing global ETF providers, First Trust has $137.157 bn under global management and supervision, as at 31 October 2019.

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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

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

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