IPE Breakfast Seminar Series 2018

Programm
 8.15 Uhr     Breakfast & Networking      
 8.55 Uhr     Introduction & Overview
                    Frank Schnattinger, IPE Institutional Investment    

 
 9.00 Uhr     Opportunities within Smart Beta: Understanding methodologies and assessing the impact  on investment outcomes Aberdeen Standard Investments’ Quantitative Equities expert will discuss the various Sma rt Beta methodologies that exist and how these impact investment outcomes. He will cover a broad range of topics including:

• Evaluating the impact of using optimisation techniques: Capturing behavioural and structural  mispricings and diversification opportunities
• Multifactor vs. single factor approaches: Evaluating methods to minimise the timing risk of each factor
• Exploring the effect of more concentrated vs more diversified Smart Beta methodologies
• Frequency of rebalancing: Selecting the optimum time to implement a rules based methodology and understanding the impact on a portfolio’s investment themes and allocation
• Integrating ESG in smart beta methodologies: Assessing benefits, challenges and approaches

     Presented by David Wickham, Senior Investment Specialist, Aberdeen Standard Investments    
 

9.30 Uhr     Bringing Clarity to the Confusion of Smart Beta: MSCI FaCS
The recent growth in Factor Investing (Smart Beta) has created the need for a common language andstandards to create best practices in portfolio management and construction. This session will exploreways to implement Factors into your portfolio in a consistent and transparent manner including:

• Understanding the effect of Factors within your portfolio
• Exploring the evolution from Style Investing to Factor Investing taking place today
• Examining a new framework and standard for evaluating, implementing and reporting          Factorallocations
• Learning how to analyse your portfolio including how to:
• Easily compare Factor exposures with other funds and benchmarks
• Effectively report fund or style characteristics

   
      Presented by Marc Haede, Executive Director, Index Client Coverage, MSCI      

10.00 Uhr     Coffee & Networking      
10.30 Uhr     Factor investing: Avoiding the pitfalls, capturing the full potential

Using a comprehensive database of more than 200 granular sub-factors and 17 years of data and experience, Deutsche Asset Management will look into some of the most important pitfalls of factor investing and how to potentially avoid them. Topics covered will include:

• Factor definitions: How to avoid ambiguous or even arbitrary definitions
• Factor yields versus factor returns: Making the right structural assumptions
• Building your factor portfolio: Diversification versus conviction, integration versus combination
• Factor selection and factor allocation: Static versus dynamic
• Estimation and model design: Addressing non-stationarity and structural breaks
• Addressing and managing transaction costs

 
Presented by Ferdinand Haas, Head of Investment Specialists EMEA and APAC , Head of Product Strategy, DWS      

11.00 Uhr     tba      
11.30 Uhr     Discussion panel / roundtable      
      Close by 12.00 am