Break out

Breakout sessions

1. From 13:15 to 14:15

   A - Are ESG factors a separate style?

   By Thomas Kieselstein, CFO, CIO, Managing Partner, Quoniam Asset Management

   On the back of empirical research we will illustrate whether or not ESG has worked as a separate factor premium and how it interacts with other dimensions of factor investing.

2. From 13:15 to 14:15

   B - Is factor investing still relevant?

   By Mark Fitzgerald, ETF Product Management Europe, Vanguard

   Following subdued recent returns from factors, Mark Fitzgerald examines the case for factor investing in an environment of economic and political uncertainty, tepid GDP growth and low interest rates. Mark also considers ESG factors and ways to incorporate them in portfolios.

3. From 13:15 to 14:15

   C - Inspecting the Factor Factory

   By David Schofield, President, Intech International Division, Janus Henderson

   Factors are seemingly everywhere in today’s investing landscape, however investor understanding has not kept up with them, and responsible implementations are getting rarer. We take a close look at what factors are, why they may work and when they may not, identify under-appreciated risks associated with this approach, and explain how to manage them.

4. From 14:30 to 15:30

   D - Don’t Let Risk Eat Your Alpha

   By Jason Williams, Director, Portfolio Manager/Analyst, Lazard Asset Management

   We will discuss the value and challenges of applying a multi factor approach in developed and emerging market equities when market turbulence and macro risk events increase. We will speak about factor definition, balancing returns streams, diversifying risks, incorporation of ESG factors and ESG engagement. We will also discuss how to right size China.

5. From 14:30 to 15:30

   E - Systematic Credit Investing & ESG

   By Joe Hanmer, Director of Quantitative Research on Fixed Income, Fidelity

   Joe Hanmer, Director of Quantitative Research at Fidelity International, will discuss how factor investing is now feasible in credit markets and walk through some of the issues in developing and implementing these strategies.  He will also discuss how ESG impacts the factor construction process and highlight the effects of different ESG portfolio construction  methods and potential alpha generation from ESG scores.

6. From 14:30 to 15:30

   F - Factors & Sustainability: How to get the best of both worlds?

   By Diana Olteanu-Veerman, Quantitative Equity Senior Strategist, Northern Trust Asset Management

   As market volatility, geopolitical risks and economic uncertainty continue to shake global markets, it’s critical for pensions to re-evaluate their risk positioning. This means running equity portfolios as risk-efficient as possible and mitigating the “hidden risks” that commonly exist in pension portfolios. Join our quantitative equity senior strategist as she reveals a more precise approach to equity portfolio construction that leverages both targeted factor exposures and ESG research.