Defining and understanding the smart beta, factor investing and ESG investment revolution

Defining and understanding the smart beta, factor investing and ESG investment revolution

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The rise of factor investing and smart beta products has been nothing short of dramatic over the past decade. With over $800bn assets sitting in 1,500 smart beta ETFs globally, it is clear factor investing is here to stay.

As the market becomes saturated with products, issuers are looking for new ways to differentiate from their competitors meaning asset allocators have an array of tools at their disposal to slice and dice the market. This event will take a deep dive into the factor investing landscape assessing the different ways investors can use factors within their portfolios.

This event is exclusively aimed at Europe’s leading institutional and wealth asset allocators with a focus on smart beta, factor investing and ETF strategies.

Beyond Beta Europe is brought to you by:
ETF

ETF Stream is the leading publication for everything ETF-related in Europe, Australia and Asia. Through our website, publications and events, we ensure you stay up-to-date with the key news from across the industry.

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REQUEST AGENDA

Enter your details in the form or contact us with following details for a copy of the agenda and more information about attending the event.

Delegate Enquiries

Please contact Sophy Moyes
sophy.moyes@etfstream.com
+44 (0)203 9220877

Sponsorship Enquiries

Please contact Sam Ridley
sam.ridley@etfstream.com
+44 (0)203 9220871

LONDON OFFICE

6th Floor, City Place House

55 Basinghall Street

London – EC2V 5DU





 

Venue

L’Espace Saint-Martin

 

Publication

The world’s only smart beta publication

This new publication gives a practitioner’s take on this rapidly evolving and influential corner of the asset management space. It shows you what’s hot and what’s not, all the latest ideas and trends, and gives you an insiders take on the key issues.

Featuring some of the world’s most renowned investors and analysts, Beyond Beta gives an academically-informed take on all things quantitative-based but without the long formulas or jargon.

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