As the line between active and passive investing becomes ever more blurry, strategic beta investment products are experiencing unprecedented growth. What Morningstar calls Strategic Beta refers broadly to a growing category of indexes and the investment products that track them. In this session, learn about:
A top level look at trends in asset allocation and portfolio construction from the worlds leading investment officers.
What is in a name? Creating indices that use factors other than market cap is a growing trend. Some of the terms used to describe this include: Alternative Weighting, Smart Beta, Factor Investing, Alternative Beta, and others. This session will examine the different definitions that fall under the title Smart Beta and the implications for how these indexes can be constructed and used.
|The William F. Sharpe Indexing Achievement Awards Ceremony will take place during Monday's networking luncheon|
A review of the different variables that can make a difference in how well an ETP will work in your portfolio.
The universe of ETFs that are actively managed is limited to fixed-income, commodities, and broadly traded securities. In order to expand this universe, major providers are waiting for the SEC to approve non-transparent ETFs. This session will discuss how a non-transparent ETF can be different from actively managed mutual funds and possible reception in the marketplace.
When greater volatility comes along in a rising market, it is often viewed as a harbinger that things are preparing to change. As prices begin to swing, investors seek ways to remain focused and retain growth.
Both ETFs and Hedge Funds are growing in importance quickly in asset allocation strategies, with one estimation predicting that they will represent 35% of total industry wide assets under management by 2020.
Alternatives investments such as hedge funds, private equity, real estate, commodities and other investments outside of the traditional stock/bond mix. They offer risk adjusted returns that can be replicated by traditional exchange-traded instruments. In this session, panelists examine how alternative strategies can bring low correlation and high return, and what alternative ETPs exist. Attention will also be paid to methods for benchmarking alternative strategies.
The concept of smart beta and alternative weightings of stocks has a growing influence for institutional investors, raising the question of where else the concept may be applied.
The growth in both the number of providers and of AUM of Managed ETF Strategies has grown in an exponential fashion. We will discuss some of the rationale behind this trend including:
Smart beta strategies capture a diverse basket of factor premia. With the proliferation of these strategies in recent years, investors need to be able to answer two key questions when considering various alternatives: which factor premia exposures are desired?; and which smart beta strategies capture these premia most efficiently?
Index funds and related products have continued to grow since the first index fund was incorporated in 1975. Our annual roundtable of indexing leaders discuss how index funds have developed into more intricate quantitative strategies and continue to expand.
In the present day, investors are able to access a vast amount of data, enabling them to create indexes that are specifically designed to match their goals and risk profiles. This session will review the advantages of using custom indices and how they can be used with existing indices to help track performance and capture returns.
Technology, competition and regulation have been key drivers of todays fast-paced and fragmented equity marketplace. What are the issues and opportunities facing portfolio and single stock traders trying to achieve best execution today?
5402 East Lincoln Drive
Scottsdale, AZ, 85253
To book a room in IMN's discounted room block for the conference, please call the JW Marriott at 800-582-2169 and ask for a room in the IMN Global Indexing block, or use the following link to book directly in our block online: https://resweb.passkey.com/go/imnglobal2014. There is a 2 night minimum stay requirement for the block, and the final date to book a room in our block (pending availability) is Thursday, November 6, 2014. All guests will be charged a 1 night deposit at the time of booking, which is only refundable if a reservation is cancelled prior to November 6, 2014. Please note that any reservations cancelled after 5pm Arizona Time on Thursday, November 6, 2014, will be charged one nights room and tax as a cancellation fee.