Programm

8.15 Uhr	Breakfast & Networking
8.55 Uhr	Introduction & Overview Frank Schnattinger, IPE Institutional Investment
9.00 Uhr	De-bugging Smart Beta: Experience Matters This presentation will highlight common issues encountered by investors and provide solutions that Northern Trust Asset Management has developed over 20+ years managing factor-based strategies. From appointment to disappointment: Lessons learnt from early adopters of smart beta Alleviating common challenges: Applying a considered approach to portfolio construction and implementation Aligning expectations and reality: Avoiding unintended risks; finding factor efficiency
	Presented by Andrew Knell, Senior Investment Strategist, Northern Trust
9.30 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
10.00 Uhr	Coffee & Networking
10.30 Uhr	Opportunities within Smart Beta: Understanding methodologies and assessing the impact on investment outcomes Aberdeen Standard Investments’ Quantitative Equities expert will discuss the various Smart 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
11.00 Uhr	Factor Investing in Practice: Efficient Implementation of Risk Premia Strategies Why is factor investing becoming more and more popular: a different reading of the active vs. passive debate The first (but not the toughest) challenge for investors: where does multifactor strategy sits in an institutional portfolio? Core/Strategic vs. Satellite/Tactical Not everything that is backed by thick academic literature works: the cost of trading! Factor portfolios tend to have a large turnover and that is not suitable for each market. What an investor should watch out for! And here we mention the cost of front running Our experience and how we tailor our offering to client needs: case for factor investing in Swiss equities
	Presented by Andrea Nardo, Head of Quant, Partner, Portfolio Manager - Sarasin Quant Solutions (SQS)
11.30 Uhr	Discussion panel / roundtable
	Close by 12.00 am

ZÜRICH,
Donnerstag, 3. Mai 2018
Marriott Hotel Zürich
Neumühlequai 42, 8006 Zürich

Anmeldung zum Frühstücksseminar

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