New speakers and sessions added to the U.S. Symposium agenda! |
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10 Nov 2010 |
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FactSet’s U.S. Symposium is now 4 months away and we’ve got an exciting line-up of industry thought leaders who will be presenting at this conference. Learn more about our newly added track sessions below, or visit www.factset.com/symposium for the complete speaker list and to register for $499.
Quantitative Investing in Emerging Markets Emerging markets equity is increasingly becoming a mainstream asset class among both institutional and retail investors. Following the global financial crisis of 2008, emerging markets have seen substantial asset flows, largely motivated by investors seeking economic growth while avoiding the perceived credit risk of the developed markets. In this session, we will review and discuss current debates surrounding active management in emerging markets. Does active management make sense in this asset class? Comparing quantitative and fundamental active managers, are there any observable systematic differences in performance? And lastly, where and how do quantitative managers add value in active emerging markets equity management?
Qi Zeng is Senior Vice President and Portfolio Manager at Acadian, where she has been since November 2006. In addition to managing portfolios and working with the Marketing and Client Service team, she is a key member of the global research team. Previously she was with State Street Global Markets, where she headed the Global Quantitative Research team. Earlier, she led Morgan Stanley's U.S. Quantitative Strategy team in New York. Read more…
Towards the Design of Better Equity Benchmarks In this session, Stoyan Stoyanov will explore enhanced index and optimal benchmark construction while examining new forms of indices and benchmarks. Notably, Professor Stoyanov will draw the distinction between indices and benchmarks, taking a close look at their key role in institutional investment. He will also explain the importance of a good index in asset management and asset-liability management. By reviewing the limitations of traditional indices, Professor Stoyanov will outline improved "efficient" equity indices designed by the research team at EDHEC-Risk Institute, and he will present the FTSE EDHEC Risk Efficient Index Series.
Stoyan Stoyanov is Professor of Finance at EDHEC Business School and Program Director of the Executive MSC in Risk and Investment Management for Asia. He has nearly ten years of experience in the field of risk and investment management. Before joining EDHEC-Risk Institute in 2010, he worked for over six years as Head of Quantitative Research for FinAnalytica, a noted financial technology firm. Previously, he worked for three years as a quantitative research engineer at the Bravo Risk Management Group, later acquired by FinAnalytica. Read more…
Asset Allocation: Bridging the Gap Between What Is Possible and What Is Required In this session, Cronje will discuss why traditional asset allocation and implementation methods may fail to fulfill investors' objectives from today's starting point. In addition, he will explore the different strategies and tactics for improving the probabilities for success.
Register now at our early bird rate of $499 until December 15th. |
