| Agenda | |
|---|---|
| 09.00 | Backtesting Equity Indices: Market Cap Smart Beta & Dumb Monkeys Dr. Nicholas Motson (Centre for Asset Management Research) Cass Business School |
| 09.45 | A Comparison of Risk-Based Strategies Jerome Teiletche (Head of Systematic Investment Strategies) Lombard Odier |
| 10.30 | Break |
| 10.45 | Martin Weithofer (Head of Smart Beta) Deutsche Bank |
| 11.30 | Pro and Cons of Alternative Beta Investing: Extracting Factor Premiums Erik Rubingh (Head of Quantitative Equity Strategies) F&C Asset Management |
| 12.15 | Lunch |
| 13.00 | Index Weightings Methodologies and Backtests Daniel Leveau (CEO) 1741 Asset Management |
| 14.00 | Smart Beta Risk Eric Shirbini (ERI Scientific Beta) EDHEC Risk Institute |
| Agenda | |
|---|---|
| 09.00 | Backtesting Equity Indices: Market Cap Smart Beta & Dumb Monkeys Dr. Nicholas Motson (Centre for Asset Management Research) Cass Business School |
| 09.45 | A Comparison of Risk-Based Strategies Jerome Teiletche (Head of Systematic Investment Strategies) Lombard Odier |
| 10.30 | Break |
| 10.45 | Incorporating smart beta strategies into a diversified portfolio Martin Weithofer (Head of Smart Beta) Deutsche Bank |
| 11.30 | Pro and Cons of Alternative Beta Investing: Extracting Factor Premiums Erik Rubingh (Head of Quantitative Equity Strategies) F&C Asset Management |
| 12.15 | Lunch |
| 13.00 | Index Weightings Methodologies and Backtests Daniel Leveau (CEO) 1741 Asset Management |
| 14.00 | Smart Beta Risk Eric Shirbini (ERI Scientific Beta) EDHEC Risk Institute |