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Exposed to Nonsense? Spurious Factors in Popular Investment Tools

Factor investing offers a big promise. By identifying the persistent drivers of long-term returns in their portfolios, investors can understand which risks they are exposed to, and make explicit choices about these exposures.

When it comes to information about factors, providers offer analytic toolkits to identify the factor exposures of an investor's portfolio. However, these analytic tools do not employ academically grounded factors and their factor finding process maximises the risk of ending up with false factors. These non-standard factors also lead to mismeasurement of exposures and may capture exposure to redundant factors. In the end, analytic tools for investors do not deliver on the promise of factor investing and they also lack transparency.

This webinar will contrast factor definitions used in analytic tools offered to investors and compare them with the standard academic factors. We will also outline why the methodologies used in popular tools pose a high risk of ending up with irrelevant factors.
Recorded Mar 21 2019 74 mins
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Presented by
Felix Goltz, Research Director, Scientific Beta, and Head of Applied Research at EDHEC-Risk Institute; Brendan Maton, IPE
Presentation preview: Exposed to Nonsense? Spurious Factors in Popular Investment Tools

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  • Factor Investing – The Road To Implementation Recorded: Jun 5 2019 63 mins
    Michael Hunstad, PhD and Jordan Dekhayser, CFA, Northern Trust Asset Management; Brendan Maton, IPE
    Many of the world’s largest institutional investors have adopted factor-based portfolio construction, shifting the conversation from “why” invest in factors to “how”.

    In this deep dive into portfolio construction, Michael Hunstad, PhD, head of quantitative strategies and Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy at Northern Trust Asset Management will uncover some of the key pitfalls to avoid and the most critical components to consider in any factor portfolio. Key topics include:

    - When factors underperform
    Discover how implementing a multi-factor approach may help mitigate periods of single factor underperformance.

    - Targeting pure factors
    Learn about our Factor Efficiency Ratio that helps provide desired factor exposures whilst minimising unintended risk.

    - Factors and ESG
    How can investors efficiently combine factors and ESG to achieve their objectives?

    Presented by:
    Michael Hunstad, PhD, Head of Quantitative Strategies, Northern Trust Asset Management; Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy; Brendan Maton, IPE
  • The indexing revolution fuelling institutional investment in ETFs Recorded: May 30 2019 64 mins
    Henry Odogwu, FTSE Russell; Armit Bhambra, iShares; Karim Chedid, iShares; Brendan Maton, IPE
    Allocations to exchange-traded funds by institutions currently investing in ETFs increased by 50% in 2018, totalling 15% of total assets among the 127 institutional investors participating in Greenwich Associates most recent European Exchange-Traded Funds’ European Study. That growth was driven in large part by three key trends:

    • ETFs thrive in volatility: European institutions in 2018 were repositioning their portfolios for a turbulent investment environment featuring the prospect of European Central Bank (ECB) rate hikes and a host of geopolitical risks.

    • Index revolution: European institutions in search of low-cost beta continued shifting assets from active management to index strategies last year.

    • ESG is key: European institutions are integrating Environmental, Social and Governance (ESG) standards into their investment process, and many of these investors are using ETFs as their vehicle of choice for ESG exposures.

    These trends helped fuel robust growth in ETF allocations among the institutional funds, asset managers, insurance companies, and discretionary wealth managers participating in the 2018 study.

    Join subject matter experts from index provider FTSE Russell and ETF issuer iShares for this webcast analysing the results from this latest Greenwich report and discuss ETFs’ benefits and future growth potential with European institutions.

    Presented by:
    • Henry Odogwu, Managing Director, Head of Asset Owners Group (EMEA), FTSE Russell
    • Armit Bhambra, Director, Head of iShares UK Retirement, BlackRock
    • Karim Chedid, Director, iShares EMEA Investment Strategy, BlackRock

    Moderated by Brendan Maton, IPE
  • Global Equity: Impact Investing moves centre stage Recorded: May 22 2019 66 mins
    Luciano Diana and Marc-Olivier Buffle, Pictet Asset Management; Brendan Maton, IPE
    Protecting the environment is now a priority for consumers, companies and governments. Their converging interests, driven by increased global awareness, technological advances and health concerns, are underpinning a global drive to safeguard the world’s natural resources.

    The private sector is rising to the challenge with the most proactive companies integrating environmental policies into their sales strategies and business models to generate new opportunities. We believe companies with products and services that maximise resource efficiency and help diminish pollution will offer long-term sustainable returns.

    In this webinar, Pictet Asset Management’s thematic investment managers explain the process they adopt to unlock the potential of environmental investments. They delve into why employing an investment screen that uses a rigorous planetary-boundaries framework and lifecycle analysis can not only safeguard the natural world but enhance investment return.

    In this webinar, Pictet Asset Management’s thematic investment managers explain:

    • The lessons Pictet learned over two decades on how to make a difference
    • An environmental equity approach that is not about compromising on return
    • Explain how we use our “ Planetary Boundaries” framework to define our investment universe

    Presented by:
    • Luciano Diana, Head of Environmental investments, Pictet Asset Management
    • Marc-Olivier Buffle, Senior Product Specialist, Pictet Asset Management

    Moderator:
    • Brendan Maton, IPE
  • Build to Rent: a new home for capital Recorded: May 15 2019 61 mins
    Dan Batterton and Eleanor Jukes, LGIM Real Assets; Brendan Maton IPE
    Tune in to this webcast to hear LGIM's market experts talk about the growing £50bn Build to Rent (BTR) sector and why it’s part of the solution to the UK’s housing issues and investor requirements.

    IPE’s Brendan Maton, will be quizzing Dan Batterton, Senior Fund Manager, L&G UK Build-to-Rent Fund and Eleanor Jukes, Senior Strategist on:
     
    • What is UK Build to Rent?
    • What does BTR deliver to an investment portfolio for both UK and non-UK investors?
    • The positive social impact of BTR
    • How the risks and regulations are managed
    • How will the BTR sector evolve?

    Presented by:
    • Dan Batterton, Senior Fund Manager, L&G UK Build-to-Rent Fund, LGIM Real Assets
    • Eleanor Jukes, Senior Strategist, LGIM Real Assets

    Moderated by Brendan Maton, IPE
  • Exposed to Nonsense? Spurious Factors in Popular Investment Tools Recorded: Mar 21 2019 74 mins
    Felix Goltz, Research Director, Scientific Beta, and Head of Applied Research at EDHEC-Risk Institute; Brendan Maton, IPE
    Factor investing offers a big promise. By identifying the persistent drivers of long-term returns in their portfolios, investors can understand which risks they are exposed to, and make explicit choices about these exposures.

    When it comes to information about factors, providers offer analytic toolkits to identify the factor exposures of an investor's portfolio. However, these analytic tools do not employ academically grounded factors and their factor finding process maximises the risk of ending up with false factors. These non-standard factors also lead to mismeasurement of exposures and may capture exposure to redundant factors. In the end, analytic tools for investors do not deliver on the promise of factor investing and they also lack transparency.

    This webinar will contrast factor definitions used in analytic tools offered to investors and compare them with the standard academic factors. We will also outline why the methodologies used in popular tools pose a high risk of ending up with irrelevant factors.
  • Managing Volatility: Index approaches for a smoother ride Recorded: Mar 12 2019 62 mins
    Marlies van Boven, Managing Director, Research & Analytics, FTSE Russell; Brendan Maton, IPE
    When faced with market volatility, many institutional investors typically allocate a percentage of their portfolio to cash. Sitting, waiting, for the waters to calm before they dip their ‘investment toe’ back in.

    However, non-participation presents a timing risk and may mean ‘missing the boat’ when markets calm and climb.

    How can investors reduce overall portfolio risk while remaining invested? How can index-based investment approaches help investors meet their defensive objectives?

    In this webinar Marlies van Boven, PhD, Managing Director Research & Analytics, FTSE Russell examines what popular indexed-based strategies can do to help limit the impact of portfolio volatility and mitigate risk.

    • Volatility – what are the key drivers behind the current market volatility?
    • Common defensive Index based strategies. Philosophy, design and objectives
    • The Minimum Variance approach – Reducing overall portfolio volatility, while maintaining diversification
    • Assessing relative performance via Analytics + FTSE Russell’s Analytics tool
    • Q&A
  • A rules-based approach to integrating climate risk Recorded: Nov 22 2018 66 mins
    Francis Condon and Christopher Greenwald, UBS Asset Management; Brendan Maton, IPE
    As the need intensifies for the world to transition to a low-carbon economy, we look at the ways in which aligning to the 2 degree global warming scenario can provide investors with opportunities. In particular, we will explore the benefits of adopting a low cost, rules-based approach to integrating climate risk, with a focus on:

    • Incorporating a forward looking approach aligned to forward-looking carbon reduction targets
    • The use of qualitative and quantitative factors to tilt exposures towards those companies more likely to follow the 2 degree reduction scenario and away from those likely to track the 6 degree scenario
    • The role of an active engagement and proxy voting policy to drive positive climate change action


    Presented by:
    - Christopher Greenwald, PhD, MBA: Head of Sustainable and Impact Investing Research and Stewardship, Executive Director, UBS Asset Management
    - Francis Condon, M.Phil: Sustainable and Impact Investing Research Analyst, Executive Director, UBS Asset Management

    Moderated by:
    Brendan Maton, IPE
  • How are Pension Funds seeking new cost efficiencies? Recorded: Nov 15 2018 47 mins
    Armit Bhambra, Head of UK Retirement, iShares by BlackRock; Maya Beyhan, Investment Strategist, Kempen; Brendan Maton, IPE
    Since 2009, ETF assets have increased from c.$1trn to above $4trn today*. As AUM has increased, so too has the volume traded over exchanges, which has the direct impact of reducing transaction costs versus trading in the primary markets. This changing landscape requires a more holistic view of costs.

    In this webinar, we focus on ETFs and when and why it maybe more cost efficient to use an ETF instead of an alternative wrapper. We will look at the Total Cost of Ownership (TCO) framework and how it can help drive cost efficiencies for your Pension Fund, for both ETFs and IMFs. It also enables you to evaluate the most cost-efficient vehicle and gives you a better reflection of true costs.

    We will discuss how you can make cost efficiencies for your pension fund and address the following key questions:

    · What are the cost benefits of ETFs?
    · How will it fit within our current pension fund portfolio?
    · What is the Total Cost Ownership (TCO) framework?
    · How does TCO differ to the traditional cost analysis model for mutual funds?
    · Should I consider ETFs as a key investment strategy for our pension fund?
    · ETFs have been on the rise for the last few decades, will the trend continue?
    · What is the key strategy to achieving a strong return and cost-efficiencies?

    * Source: Kempen Capital Management, as of July 2018
  • Are ‘LPs’ becoming ‘GPs’? Drivers and challenges for alternatives investing Recorded: Nov 14 2018 70 mins
    Mark Austin and Stuart Lawson, Northern Trust; James Alexander, Accenture; Brendan Maton, IPE
    As institutional investors /pension schemes boost their exposure to alternative assets at transformational levels, they are exploring a variety of ways to access the investments. An evolving approach is to venture beyond the investor role by entering the realm of the asset manager and establishing their own investment vehicles.
    This can offer advantages such as full alignment to their requirements and greater control. Yet it also requires a high level of in-house expertise and operational considerations.

    The webcast will:

    • Examine the drivers and challenges for investment in alternative assets
    • Explore the changing relationship between ‘LPs’ and ‘GPs’
    • Outline key considerations for direct investment

    Presented by:
    - Mark Austin, Head of UK Institutional Investor Group, Northern Trust
    - Stuart Lawson, Senior Product Manager, Alternatives, Northern Trust
    - James Alexander, UK Wealth and Asset Management at Accenture

    Moderated by:
    - Brendan Maton, IPE
  • Monetary Policy: Navigating A Troop of Gorillas Recorded: Nov 1 2018 64 mins
    Brian D. Singer, CFA, Partner, Head of the Dynamic Allocation Strategies Team, William Blair; Brendan Maton, IPE
    Easy monetary policies across the globe have unleashed a troop of 800-pound gorillas to harass capital markets, and in doing so, have created unintended risks—and significant opportunities.

    Get insights on this and three other compounding issues that have heightened concerns of a market disruption, and learn how to navigate this environment and pursue resulting opportunities.

    In this webinar, Brian Singer, CFA, head of William Blair’s Dynamic Allocation Strategies Team, will discuss:

    How the current market environment is interesting but not unique
    • 1980s: Black Monday
    • 1990s: Dot-com bubble
    • 2000s: Global Financial Crisis
    • Today: Different book, same story (final chapter hasn’t been written yet)

    How the story keeps getting repeated
    • Monetary stimulus
    • High asset prices
    • Low volatility
    • Systematic over fundamental
    • Reckoning at the end

    Why the troop of 800-pound gorillas (global central banks) and compounding issues may exacerbate a market downturn
    • Global quantitative easing
    • Rules-based strategies
    • The Volcker Rule
    • Circuit breakers

    Why it’s important to be aware and where opportunities may emerge
    • Positioning portfolios to step into opportunities
  • The potential of infrastructure debt in an alternative fixed income portfolio Recorded: Oct 24 2018 61 mins
    René Kassis - Managing Director, Head of Private Debt, La Banque Postale Asset Management; Brendan Maton, IPE
    ***DISCLAIMER: This webcast is addressed to professional investors located in the following countries only: Netherlands, Belgium, Luxemburg, Germany, UK, Austria, Switzerland, Norway, Sweden, Finland, Denmark, Italy, Spain and France***

    In the current low-rate environment, the search for yield has led investors to alternative fixed income categories. Besides investments like mortgage loans and asset-backed securities, infrastructure debt offers institutional investors various advantages. Being a less liquid investment, investors in infrastructure debt receive an attractive illiquidity premium. On top of that, this asset class offers diversification benefits within a fixed income strategy, historically low default rates, high recovery rates and low capital charges under Solvency II.

    At present, more than half of all infrastructure projects relate to the renewable energy transition. Infrastructure debt is about assets that provide essential public services such as transport, energy, healthcare, utilities and telecom infrastructure. This also includes companies that tackle environmental problems, e.g. water treatment and minimizing energy wastage. In the long term, these assets generate predictable and stable cash flows and contribute to a more sustainable world.

    René Kassis, Managing Director, Head of Private Debt at La Banque Postale Asset Management will tell you more about this.

    DISCLAIMER: Professional investors located in the following countries can sign in for the webcast: Netherlands; Belgium; Luxemburg, Germany; UK; Austria; Switzerland; Norway; Sweden; Finland; Denmark; Italy, Spain and France
  • Real Assets – why a combined approach makes sense Recorded: Oct 17 2018 71 mins
    Lorna Brown, Robin Martin and Tom Sumpster, LGIM Real Assets; Brendan Maton, IPE
    The interest in growing Real Asset exposures in portfolios has boomed in recent years. But with an asset class that encompasses a range of Real Estate and Infrastructure sectors, and different shades of debt and equity, investors are faced with many options.

    Tune in to this webcast to hear LGIM's market experts Lorna Brown, Head of Real Estate Debt, Rob Martin, Real Assets Research Director and Tom Sumpster, Head of Infrastructure Finance talk about the different roles the asset class can play in meeting investors’ objectives.

    IPE’s Brendan Maton, will be quizzing Lorna, Rob and Tom on:
    • How investors should be thinking about allocating to Real Assets
    • The current market environment in the UK
    • Which areas of the market look most interesting now
    • What are the risks that investors need to consider

    Presented by:
    Lorna Brown - Head of Real Estate Debt, LGIM Real Assets
    Robin Martin - Director of Research, LGIM Real Assets
    Tom Sumpster - Head of Infrastructure Finance, LGIM Real Assets

    Moderated by:
    Brendan Maton, IPE
  • Examining recent market events through factors Recorded: Sep 26 2018 60 mins
    Mark Carver and George Bonne, MSCI; Brendan Maton, IPE
    Factors have historically been identified as critical drivers of portfolio risk and return and can now be used to better inform the investment process and provide insight into market performance.
    Join our webcast to learn about MSCI’s latest factor research and how it can be applied to understanding recent market events. We will also examine how multi-factor strategies can provide core portfolio diversification.

    In this webcast we will:

    - Look at the current market dynamics through the lens of Factors
    - Introduce MSCI’s latest research on factor influence on recent market events
    - Analyze multiple-factor strategies and the power of diversification

    Presented by:

    - Mark Carver - Executive Director, Global Head of Factor Indexes, MSCI
    - George Bonne, PhD, PRM - Executive Director, Equity Factor Research, MSCI
    - Brendan Maton, IPE
  • The Benefits of Combining Public and Private Real Assets Recorded: May 31 2018 56 mins
    Larry Antonatos – Managing Director, Portfolio Manager, Brookfield; Brendan Maton - IPE
    Larry Antonatos, a Portfolio Manager on the Real Assets Solutions team for Brookfield’s Public Securities Group, explores how investors can reap the rewards of both public and private real assets by combining them within a single hybrid portfolio. By diversifying the drivers of risk and return, the potential investment benefits of this hybrid approach are:

    - Enhanced risk-adjusted returns
    - Dynamic asset allocation of public securities
    - Strategic diversification of private funds

    Please join us for a discussion on the underlying characteristics and risk/return profile of a public/private real assets portfolio along with an analysis of the “illiquidity premium” attributed to private funds.

    Presented by: Larry Antonatos – Portfolio Manager, Brookfield’s Public Securities Group
    Moderated by: Brendan Maton, IPE
  • Alternative Debt – Real Assets are here to stay Recorded: May 17 2018 76 mins
    Pauline Fiastre, Senior PM, Infrastructure Debt & Philippe Deloffre, Head of Real Estate Debt at BNP Paribas Asset Management
    Real Asset financing is becoming increasingly popular. This is not surprising given the diversification benefits they bring and the sustainable, inflation-beating investment returns they can deliver.

    Tune in to this webcast to hear Pauline Fiastre, Senior Portfolio Manager, Infrastructure Debt and Philippe Deloffre, Head of Real Estate Debt at BNP Paribas Asset Management, talk about why Real Assets are an important component of an investment portfolio.

    IPE’s Brendan Maton, will be quizzing Pauline and Philippe on:

    - Size and scope of the real asset debt market
    - Current market environment across Europe
    - Why these illiquid alternatives can offer stable and predictable cash-flow
    - The risk profile of these asset classes
    - How ESG can be a defining factor in selecting quality assets
  • Pension investment costs and charges: Towards greater transparency Recorded: May 9 2018 60 mins
    Mark Austin, Northern Trust; Aaron Overy, Northern Trust Asset Management; Sonia Gogna, Aon
    Pension investment costs and charges: Towards greater transparency

    Trustees and pension fund executives increasingly need to understand the full cost of managing their investments to enable them to determine if they are receiving value for money. Yet many find it difficult to obtain the information required to complete this analysis. As pension investment costs and charges come increasingly to the fore of industry debate, this webcast will provide ideas for those seeking to gain deeper insight into schemes’ investment costs and charges.

    The webcast will:

    • Discuss recent industry developments and initiatives aimed at encouraging greater transparency over investment costs
    • Outline key areas that trustees can assess when hiring or changing their investment managers
    • Highlight the costs associated with certain types of transactions and less commonly known investment-related activity

    Presented by:
    • Mark Austin, Head of UK Institutional Investor Group, Northern Trust
    • Aaron Overy, Director of Business Development, Northern Trust Asset Management
    • Sonia Gogna, Head of Large Client Solutions, Aon

    Moderated by:
    • Brendan Maton, IPE
  • Getting Defined Contribution (DC) right and wrong: evidence from 15 nations Recorded: May 1 2018 64 mins
    Gregg McClymont, Head of Retirement & Leandros Kalisperas, Global Head of Pensions Solutions, Aberdeen Standard Investments
    Retirement is one of the biggest public policy challenges of this century. The global shift to defined contribution pensions reduces government and employer liabilities but can it deliver good outcomes for individuals carrying the investment risk?

    Towards a new pensions settlement the international experience vols. I & II is a research project in which subject expert academics examine transitions to funded DC pensions in global comparative context.

    Gregg McClymont & Leandros Kalisperas will discuss the emerging dos and don’ts of DC design based on evidence from across Europe, Asia, and the Americas in this webcast.

    Dos include

    · Mandatory or quasi mandatory enrolment
    · Pension funds with scale
    · Fiduciary governance
    · Default investment pathways

    Don’ts include

    · Expecting individuals-to-act-as-engaged-consumers
    · Ongoing or early access to savings
    · Using pensions systems to achieve non pensions objectives
    · Expecting DC savings to replace state pensions

    A webcast for all those interested in understanding the international drivers for success in pension design in the 2020s and beyond.

    Presented by:
    Gregg McClymont, Head of Retirement, Aberdeen Standard Investments
    Leandros Kalisperas, Global Head of Pensions Solutions, Aberdeen Standard Investments

    Moderated by:
    Liam Kennedy, Editor, Editor, Investment & Pensions Europe
  • Dynamic allocation and factor investing Recorded: Apr 12 2018 76 mins
    Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta
    In this webinar, we will explore whether dynamic factor allocation can create value for investors. We will examine whether factor-based tactical allocation approaches are easy to implement and see how to account for cyclicality and conditionality of betas and premia in the context of factor investing solutions. We will present a case study of dynamic market beta adjustment and dynamic premia diversification of solutions to improve the conditionality of the performance of multi-factor strategies.

    Presented by:
    - Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta
    - Brendan Maton, IPE
  • Bringing Clarity to the Confusion of Smart Beta: MSCI FaCS Recorded: Apr 3 2018 54 mins
    Dimitris Melas, Mark Carver, MSCI; Brendan Maton, IPE
    Factor Investing is transforming the way investors construct and manage portfolios. Join our webcast to learn about the evolution from Style Investing to Factor Investing taking place today. MSCI’s latest Factor innovation, MSCI FaCS and Factor Box provide the framework and standard for evaluating, implementing and reporting Factor allocations.

    In this webcast we will:

    • Introduce MSCI FaCS and MSCI Factor Box
    • Demonstrate how to analyze your portfolio, compare fund to fund or funds to benchmarks and report fund or style characteristics using MSCI FaCS

    Presented by:
    - Dimitris Melas, Global Head of Core Equity Research, MSCI
    - Mark Carver, Executive Director, Americas Head of Factor Index Products, MSCI

    Moderated by:
    - Brendan Maton, IPE
  • Finding Growth in a Maturing Bull Market Recorded: Mar 27 2018 60 mins
    Andrew Marks and Jason White, Artisan Partners; Brendan Maton, IPE
    As the bull market enters its 10th year and valuations continue climbing across most market sectors, investors naturally begin to question where future growth may come from.

    Artisan Partners Growth Team is focused on identifying high-quality franchises that are on the cusp of or in the early stages of compelling profit cycles—wherever they may occur.

    As the market cycle matures, the team’s process becomes even more critical to identifying opportunities for accelerating profit growth.

    The Growth team’s Jason White, lead portfolio manager for the recently launched Artisan Global Discovery Strategy, will discuss where the team is finding compelling opportunities, even against the backdrop of a maturing bull market.

    Andrew Marks:
    Andrew Marks is a managing director of Artisan Partners UK and head of Europe, Middle East and Africa (EMEA) Distribution.

    Jason White:
    Jason L. White, CFA, is a managing director of Artisan Partners and a portfolio manager on the Growth team

    Moderated by Brendan Maton, IPE
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This webcast channel is for pension funds and other institutional investment professionals in Europe, the USA and Asia. It is particularly relevant for pension fund executives, trustees, consultants and investment managers. IPE will be bringing its community live interviews with leading figures in the market, hosting roundtable discussions on specific topics such as asset allocation and also sharing latest thought-leadership from investment experts.

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  • Title: Exposed to Nonsense? Spurious Factors in Popular Investment Tools
  • Live at: Mar 21 2019 3:00 pm
  • Presented by: Felix Goltz, Research Director, Scientific Beta, and Head of Applied Research at EDHEC-Risk Institute; Brendan Maton, IPE
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