May 23, 2018 | 09:00 AM EDTWhat You Need to Know About TCFD RecommendationsOnline
The Financial Stability Board’s Task Force on Climate-related Financial Disclosures (TCFD) recommendations are gaining momentum, with potential implications emerging for all market participants.
May 22, 2018 | 02:00 PM EDTThere's Nothing Equal About Equal-WeightingOnline
Before smart beta became a buzzword, there was the S&P 500 Equal Weight Index. Rediscover an approach that has outperformed its market-cap-weighted benchmark over the past 15 years and the surprising dynamics that have driven it.
May 16, 2018 | 02:00 AM EDTTalk Shop with ETF Specialists to Enhance Your BusinessOnline
Low-cost index-based investing has proven to be an effective investment strategy over the long term, but many investors still have questions about how to construct an effective ETF portfolio. Join us to hear a panel of industry specialists address the frequently asked questions by advisors.
April 24, 2018 | 06:30 AM EDTIndia's Active vs. Passive Debate and the Rise of FactorsOnline
Find out how active managers in India have stacked up to their benchmarks in recent years and learn how some market participants are successfully implementing factor strategies designed to achieve risk/return goals.
April 19, 2018 | 02:00 PM EDTA Practitioner's Guide to Sector RotationOnline
Sector rotation often revolves around the market-cap-weighted S&P 500®, but it doesn't have to stop there. In fact, implementing sector rotation across different geographies, size, and weighting schemes can prove to be an effective risk-on/risk-off tactic.
March 22, 2018 | 02:00 PM EDTAchieving Sustainable Income in RetirementOnline
Join us to hear how industry experts are using rules-based methods to overcome traditional retirement planning and income uncertainty by mitigating sequence-of-returns and inflation risk.
February 15, 2018 | 02:00 PM ESTIs the X-Factor a Combination of Factors?Online
Are multiple factors better than one? Discover how advisors are implementing factor combinations to mitigate single-factor tracking error, better align with historically favorable market cycles, and diversify portfolios.