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IPE Webcast Channel

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  • Building better core:Integrating factors in low tracking error equity portfolios Building better core:Integrating factors in low tracking error equity portfolios Michael Strating, Managing Director, Head of Quantitative Equities; Wilma de Groot, CFA, Director, Portfolio Manager; Robeco Recorded: Jul 7 2016 52 mins
    Institutional investors are increasingly searching for new ways to add value to equity portfolios, without taking on unnecessary risk.

    Curious how we create a balanced combination of factors aimed at consistently outperforming a benchmark with controlled tracking error?

    You are invited to join Michael Strating (Head of the Quantitative Equities team) and Wilma de Groot (Portfolio Manager Quantitative Equities) who will discuss how low tracking error multi-factor approach can add value, without affecting your risk budget.
  • Smart Beta & Low Carbon Smart Beta & Low Carbon Eric Shirbini, Global Product Specialist with ERI Scientific Beta; Moderator, Brendan Maton Recorded: Jun 21 2016 70 mins
    EDHEC Risk Institute has been conducting research for several years on the possibility of reconciling financial and environmental performance. The launch of a new series of low carbon indices by ERI Scientific Beta, the smart beta index provider set up by EDHEC Risk Institute in 2012, marks the practical realisation of these research efforts and represents an important moment for responsible finance, because the results of the research undertaken will provide institutional investors with smart beta indices that can reduce the carbon footprint of their equity investments by more than 80%, while at the same time outperforming traditional market indices and being able to create more than 50% additional value in the medium term.
     
    EDHEC Risk Institute's approach can be distinguished from numerous approaches that, over the long term, hope to outperform the stock markets through the higher returns of shares in firms that have a better carbon footprint, because these firms are supposedly less affected by the increasing cost of fossil fuels and the tons of carbon emitted, but that, in the short and medium term, aim to produce performance that is fairly similar to that of traditional stock market indices.
     
    •Topics covered include:
    •The limits of green stock picking
    •How to perform financially whilst reducing the carbon footprint
    •Presentation of Scientific Beta Low Carbon Multi-Beta Multi-Strategy Indices
  • From Smart Beta Products to Smart Beta Solutions From Smart Beta Products to Smart Beta Solutions Eric Shirbini, Global Product Specialist with ERI Scientific Beta; Brendan Maton, moderator Recorded: May 3 2016 67 mins
    Smart beta product offerings have proliferated over the past decade, offering investors an ample choice of different factors and different weighting schemes to select from for a relevant smart beta index. However, in addition to the question of selecting a suitable index as a standalone investment, the question of combining different smart beta strategies naturally arises in the context of an extensive range of smart beta offerings.
     
    The webinar will address the issue of combining several smart beta strategies, and clarifies the conceptual underpinnings and relevant questions arising when considering smart beta index combinations.
     
    Topics covered include:
    •How to include investors’ goals in the construction of smart beta solutions
    •Smart beta as a solution for the replacement of the active benchmarked manager: How to manage the relative risk to cap-weighted benchmarks with smart beta risk allocation
    •Smart beta as a strategic benchmark
    •How to manage the absolute risk of smart beta
  • Pension de-risking: practical steps for supporting transactions Pension de-risking: practical steps for supporting transactions Mark Austin (Northern Trust), Tom Seecharan (KPMG), Brendan Maton Recorded: Apr 12 2016 65 mins
    As a means of helping ease the burden of pension liabilities, de-risking transactions remain high on the agendas of corporate sponsors and trustees.

    When considering de-risking, principal focus is often justifiably spent on identifying the correct solution for the best price. However, other factors also deserve similar focus – transactions such as pension buy-ins or the use of longevity swaps often involve considerable complexity, with the resulting collateral structures persisting long after deal completion.

    We invite you to join this webinar, in which we will explore these issues further. After assessing current trends in de-risking, we will focus on how three specific types of transaction – the collateralised buy-in, the use of longevity reinsurance or swaps, and the trapped surplus vehicle – can be supported.

    Though this session, we aim to equip pension managers, trustees and corporate sponsors with a further understanding of the timeframes involved in these transactions – and share experiences of how deals have been successfully executed.
  • Factor Investing: It works for credits too Factor Investing: It works for credits too Patrick Houweling, PhD, Executive Director and Jeroen van Zundert, Researcher at Robeco Recorded: Nov 26 2015 60 mins
    There is extensive academic research that confirms the existence of factor premiums. Much of the conversation to date has been about factor investing in equity markets. Many of the explanations that apply to equities are also relevant to corporate bonds.

    We invite you to join our webcast with Patrick Houweling and Jeroen van Zundert from Robeco who will share their research findings and insights into this approach to investing in credits.

    Constructing your portfolio in a disciplined way to gain exposure to Low Risk, Value, Momentum and Size factors can help to achieve better risk-adjusted returns for your portfolio, with volatility similar to the index.
  • Harvesting Alpha Through Multi-factor Indexes Harvesting Alpha Through Multi-factor Indexes Brendan Maton, Brett Hammond Recorded: Oct 14 2015 64 mins
    Pension funds seeking higher risk-adjusted returns at lower costs, wealth managers responding to regulation and asset managers increasingly have been asking – “how can we harvest alpha using factor indexes?”

    In 2014, Brett Hammond, Managing Director and Head of Multi-Asset Class Applied Research, and fellow researchers from MSCI, co-authored an insightful paper demonstrating how up to 80% of alpha comes from exposure to factors. This paper won the index research industry’s prestigious William F Sharpe and Bernstein Fabozzi awards, and made a significant contribution to advancing the understanding of factors.

    You are invited to join this webcast where Brett Hammond will discuss how multi-factor indexes can be used to harvest alpha. A range of approaches will be covered with a special focus on the MSCI Diversified Multi-Factor Index – a truly innovative, “all-weather” index that has demonstrated an ability (back tested) to deliver market-cap-index-beating, risk-adjusted returns.
  • Long-Term Factor Investing - Are you getting what you asked for? Long-Term Factor Investing - Are you getting what you asked for? Brendan Maton, Andrew Knell, Jordan Dekhayser Recorded: Sep 30 2015 67 mins
    The market is awash with factor-based investing methodologies and solutions - but are you really getting the factor exposure you desire in your portfolio?

    While recent market volatility has brought attention to this issue investors should take a long-term view and develop a framework that is not overly influenced by short-term market noise.

    From understanding individual factors and their performance cycles through selecting specific strategies, strategically implementing a factor based approach can be a daunting task. Furthermore given the disparity of returns from seemingly similar 'Smart Beta' strategies, the complexity increases dramatically.

    Let us guide you through the white noise of factor investing and provide you with insights on a number factor based topics that we’ve recently investigated.
  • Opportunities in Emerging Markets Debt Opportunities in Emerging Markets Debt Brendan Maton, Dr. Ricardo Adrogué, Cem Karacadag, Natalia Krol Recorded: Sep 10 2015 58 mins
    Join Babson's emerging markets fixed income portfolio managers to discuss how the macroeconomic environment is impacting the short-term and long-term trends driving emerging markets debt.

    Dr. Ricardo Adrogué, Babson’s Head of Emerging Markets Debt, Cem Karacadag, Emerging Markets Sovereign Debt portfolio manager, and Natalia Krol, a credit analyst with the Emerging Markets Corporate team, will provide insights into their respective asset classes and discuss how Babson is seeking value in today’s markets.

    Dr. Ricardo Adrogué is Head of Babson's Emerging Markets Debt Group. He is also lead portfolio manager for the firm's Emerging Markets Local Debt strategy, and co-portfolio manager for the firm's Emerging Markets Sovereign Hard Currency Debt, Blended Total Return Debt Strategy and Short Duration Bond Strategies. Ricardo holds a B.A. in Economics from the Universidad Católica Argentina, an M.A. in Economics and a Ph.D. from the University of California, Los Angeles.

    Cem Karacadag is co-manager of Babson’s Emerging Markets Sovereign Debt strategy and backup manager for the firm’s Local Debt strategy. Cem has 20 years of industry experience that has encompassed sovereign credit analysis, macroeconomic policy research and advice, and emerging markets fixed income strategy. Cem holds a B.A. in Economics from Tufts University and an M.A. in International Economics and European Studies from Johns Hopkins University.

    Natalia Krol is a credit analyst with Babson’s Emerging Markets Corporate team in London, focusing on CEEMEA and Asia corporates. Prior to joining the firm in 2014, Natalia spent 3 years at Schroders in London, covering resources and capital goods sectors across EM, high yield and investment grade. Between 2002-2010, Natalia was a European high yield analyst at Barclays Capital in London. Natalia holds a MSc in Accounting and Finance from London School of Economics and a BSs in International Economics from Plekhanov Russian Economic Academy.
  • Choosing the Factor: Not Which But When Choosing the Factor: Not Which But When Brendan Maton (IPE), Mike Hunstad, Meggan Friedman Recorded: Jun 24 2015 65 mins
    Investors interested in reaping the benefits of factor-based investing in their portfolios have long believed the ultimate question to be, “Which factor should I choose?” Our most recent research shows, however, that investors would be better served to ask, “When should I favour each factor?” Our research also suggests that your investment horizon, rather than the timing of incorporating factor based strategies, is key to meeting your objectives.
  • Managing Climate Risk with Low Carbon Indexes Managing Climate Risk with Low Carbon Indexes Brendan Maton Recorded: Jun 8 2015 67 mins
    As the global economy copes with the unpredictable challenges of climate change, institutional investors are exploring the potential impact of these changes on financial assets. With recent announcements by the Financial Stability Board in Basel and the Bank of England to examine the risks posed by ‘Stranded Assets’, more investors are calculating their exposure to high carbon assets and looking for ways to diversify into low or no carbon alternatives.

    There are a growing number of options available to institutional investors. Some Asset Owners have announced plans to divest from high carbon assets, while others have looked to low carbon indexes which either exclude or reweight exposure to carbon-intensive companies while limiting short-term risk against the benchmark.
We invite you to join a discussion with leading experts to examine the extent to which asset owners feel they are exposed to climate risk; the role of asset managers to encourage good practice when addressing climate change and carbon risk and how asset managers can effectively implement a low carbon strategy through index funds.

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