Presenter John Swolfs - CEO, Inside ETFs
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Given the market cycle and the Q4 spike in volatility, how to best position portfolios is a challenging question. In this fast-moving session, we’ll review the best approaches to today’s market, what strategies investors can use to invest effectively, and finally put to rest the debate between cap-weighted and smart beta.
The investment industry has stopped debating active vs. passive, and has come to accept that each area plays a different and vital role in an asset allocation. RiverFront’s Doug Sandler breaks down these two approaches, providing the framework to better understand how they work, when to use them, and how they can work together in today’s market environment.
Last year proved that you’re better off diversifying your factors, but with pros and cons to a multifactor approach, we’ll help you understand the important nuances between top-down vs. bottom-up approaches, why they matter, and what you need to understand to avoid costly mistakes.
Smart beta strategies rose to popularity on the back of equity strategies, but could these same approaches finally solve the fixed income dilemma? We take a closer look at how these products are constructed, what they’re designed to do, and how to best use them in conjunction with a more traditional debt-weighted approach.
We’ve all heard that active ETFs are the next big thing, yet product launches have been slow to gather assets. In this punchy 10 questions in 20 minutes session, we put active ETFs under the microscope to help attendees better understand this nuanced product set.
With global assets under management in smart beta strategies at $1 trillion, and investors piling assets into environmental, social and governance strategies, this might be the hottest trend in investment management. We look at how investment strategies provide simultaneous exposure to risk premia and ESG criteria. We also look at the next big thing: possible ESG integration in smart beta, and if investors should think about implementing ESG into their smart beta portfolios.
Some recent studies have argued that a signal blending (e.g., bottom-up) approach to constructing multifactor strategies is superior to portfolio blending (e.g., top-down). In a research study recently published in the Financial Analysts Journal, we argue that prior findings introduce potential methodological biases. This session will show that when exposure-matched portfolios are compared, the dominance of signal blending is challenged, especially at low to moderate levels of tracking error.
Institutional and retail have always been seen as two discrete investors. This session’s panelists will discuss how they’re using smart beta, current and possible smart beta allocations, differences in methodology and expected holding periods.
Big-money investors foresee the end of the bull market in 2019. With the biggest threats coming from geopolitical tensions and rising interest rates, we’ll look at how the return of volatility is changing investor behavior.
Wind down the day and network with your peers and key industry players at our relaxed and informal networking reception.