1. Megatrends – an Index Approach to Thematic Investing
Thematic investing – a new application for indexing
Thematic investments have proven to be popular with private investors for many years, however, they used to be the domain of active funds and structured products. Only recently, indexed products have entered the space successfully by combining the merits of index investing with innovative index methodologies to give access to fundamental and transformative trends. Whilst private investors like the story-element of thematic investments, professional asset allocators need to assess the portfolio-fit of such instruments from a more quantitative perspective. In order to meet these diverse needs, the methodology and product construction combined with detailed analytics are key ingredients to success.
This session will address the following topics:
Defining thematic investing – moving beyond (mega) trends
Indexed thematic investments: Merits and challenges for asset allocators
What’s next? – product construction, innovation and portfolio considerations
Marco Corsi
Marco Corsi, PhD, is Head of the iShares Product Research and Innovation team in EMEA. Marco joined Blackrock in November 2014 from Decura, a Mayfair- based asset management start-up, where he conducted research on algorithmic investment strategies. Prior to that he was a Director at Barclays Capital in the Index Portfolio and Risk Solutions team where he spent nearly 7 years focusing on research and responsible for the design and implementation of systematic index strategies in equities, commodities and multi-asset. Previously he was an Associate in the Equity Derivative Strategy Research team at Merrill Lynch and Eleve Chercheur at the Centre de Recherche en Economie et Statistique (CREST) in Paris. Marco earned a Degree in Mathematics from the University of Florence, a Master's Degree in Probability and Finance from the University of Paris VI and a Ph.D. in Applied Mathematics from the University of Paris VII and the University of Padova.
Contact details
Contact: iShares Team Schweiz Phone: Website: