Programme
Programme
Programme
8:50 |
Registration and refreshments |
9:25 |
Welcome remarks: Erik Vynckier, Chief Investment Officer, ELI GLOBAL |
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9:30 |
Panel discussion: Examining the smart beta landscape and implementation challenges in factor investing
Moderator: Erik Vynckier, Chief Investment Officer, ELI GLOBAL Damian Handzy, Global Head of Risk, STATPRO Enrico Massignani, Head of Risk Management, GENERALI Gianni Pola, Head of Systematic Strategies and Quantitative Research, ANIMA SGR and Lecturer on Quantitative Finance, THE MILAN POLYTECHNIC Chiara Bertolesi, Senior Equity Portfolio Manager, ZURICH INSURANCE GROUP |
10:15 |
Presentation: Equity factor positioning and the interest rate cycle
Andrew Lapthorne, Global Head of Quantitative Research, SOCIETE GENERALE CIB |
10:45 |
Morning refreshments and networking break |
11:15 |
Panel discussion: Integrating environment, social and governance (ESG) factors into a smart beta portfolio
Moderator: Stuart MacDonald, Managing Partner, BRIDE VALLEY PARTNERS Cristina Ungureanu, Head of Corporate Governance, EURIZON CAPITAL Kai Hirschen, Vice President, Portfolio Manager Systematic Equity, ALLIANZ GLOBAL INVESTORS Paolo Capelli, Head of Risk Management, ETICA SGR Roberto Giusti, Portfolio Manager, UBI PRAMERICA SGR |
12:00 |
Presentation: Generate long term performance with factor investing
Alessandro Russo, Head of Factor Investing, AMUNDI ASSET MANAGEMENT |
12:30 |
Panel discussion: Challenges and opportunities in incorporating cross asset alternative risk premia to a traditional balanced portfolio
Moderator: Mauro Cesa, Quantitative Finance Editor, RISK.NET Teodor Naumov, Head of Quantitative Portfolio Management, UBI PRAMERICA SGR Luca Simoncelli, Senior Fund Manager, Multi Asset Absolute Return, FIDEURAM ASSET MANAGEMENT Massimo Guidolin, Professor of Finance, BOCCONI UNIVERSITY Andrea Orsi, Senior Wealth Advisor, BANCA GENERALI |
13:15 |
Closing remarks: Erik Vynckier, Chief Investment Officer, ELI GLOBAL |
13:20 |
Lunch |