HYBRID EVENT: You Can Participate In Person At Boston, USA Or Virtually From Your Home Or Work
ICSBFBI · Registering as Listener

International Conference on Smart Beta and Factor-Based Investment

10–11 Oct 2026 Boston, USA Standard / Physical Participation
Listener Registration
$155
virtual · $215 in person
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Official invitation letterIssued automatically after registration
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Supporting global researchConnect with researchers across 30+ countries

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1. Policy on Cancellations & Refunds :

  • A full refund is possible only if the cancellation request is submitted at least 70 days before the conference, with formal paperwork completed at least 60 days prior.
  • If cancellation occurs between 60 and 30 days before the event, partial refunds may be granted based on administrative costs incurred.
  • Cancellations made within 30 days of the event are non-refundable, though participants will receive a credit valid for one year.
  • Registrations made less than 30 days before the event are not eligible for refunds, but may be transferred to another ISIT conference.
  • Since this conference is hybrid format, the organizer reserves the right to conduct the event either in-person or virtually. Please note that no refunds will be issued due to changes in the event format.
  • Virtual registration fees are non-refundable. A credit will instead be issued for use at a future conference event.

2. Participation & Registration Requirements :

  • To attend an ISIT event, participants must complete the registration process within the stipulated time.
  • The event schedule, venue, and format are subject to changes at the discretion of the organizers, with prior notice sent via email.
  • ISIT is not liable for any financial losses resulting from changes in event details.
  • Fees paid for registration are strictly non-refundable.
  • If the primary author cannot participate, a co-author may attend instead, but refunds will not be granted for non-attendance.

3. Submission & Publication Norms :

  • Researchers submitting papers to ISIT must ensure their institution or supervisor is aware of their submission.
  • Each submission is subject to a rigorous peer review before being accepted for presentation.
  • Only papers linked to a completed registration will be included in conference proceedings.
  • The submitting author is considered the primary author; ISIT does not verify individual authorship claims.
  • If any concerns regarding authorship arise and are validated, the paper will be withdrawn without reconsideration.
  • Once a paper is removed, it cannot be reintroduced into any ISIT publication.

4. Travel & Accommodation Responsibilities :

  • Attendees are responsible for making their own travel and lodging arrangements.
  • ISIT does not provide logistical assistance for travel or accommodation.
  • The organization bears no responsibility for expenses incurred due to conference modifications or rescheduling.

5. Visa & Invitation Letter Policy :

  • Attendees are responsible for making their own travel and lodging arrangements.
  • ISIT does not provide logistical assistance for travel or accommodation.
  • The organization bears no responsibility for expenses incurred due to conference modifications or rescheduling.
  • ISIT does not engage directly with consulates or embassies on behalf of attendees.
  • Participants must handle their own visa applications and processes.
  • Important Information Regarding Invitation Letters:
    • The invitation letter is provided solely for conference attendance and does not serve as a document for immigration, employment, or residency purposes.
    • The letter assists in visa applications but does not guarantee visa approval.
    • ISIT holds no responsibility for visa denials or processing delays, and all related costs are borne by the applicant.
    • Any alterations or unauthorized use of the invitation letter will result in its invalidation and possible cancellation of conference participation.
    • Legal action may be pursued if the document is misused.
    • By accepting the invitation letter, attendees agree to comply with international travel regulations and ethical participation standards.

6. Registration Transfers :

  • Registrations may be transferred to another individual from the same institution if the original participant cannot attend.
  • Transfer requests must be made via email to [email protected] with necessary details and supporting documents.
  • Transfers must be requested at least 14 days before the event; otherwise, they will not be accommodated.
  • Transferred registrations are not eligible for refunds.

7. General Considerations :

  • Any modifications or cancellations must be communicated in writing to [email protected].
  • Registration confirms acknowledgment and acceptance of these policies.
  • ISIT does not initiate automatic transactions; all payments are voluntarily completed by registrants.
  • Once registered, participants must submit a conference registration form within three days for confirmation.
  • Travel plans should only be finalized after receiving the official conference itinerary, which will be shared 15 days before the event.

8. Conference Programme and Participation Policy :

  • Presentations from different but relevant academic areas may be combined by the Organiser within an interdisciplinary or multidisciplinary programme to encourage cross-disciplinary understanding, interaction, and future research partnerships.
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What you'll hear about

Session tracks covered across the event.
View all 11 tracks →
This track explores the latest advancements in smart beta strategies, focusing on their application in portfolio management. Researchers are invited to present empirical studies and theoretical frameworks that enhance our understanding of these innovative investment approaches.
This session aims to analyze the performance of various factor-based investment strategies across different market conditions. Contributions should include quantitative assessments and comparative studies that highlight the effectiveness of these strategies.
This track addresses the critical aspects of risk management within the context of factor-based investing. Papers should discuss methodologies for identifying, measuring, and mitigating risks associated with these investment strategies.
This session focuses on innovative asset allocation techniques that incorporate smart beta principles. Researchers are encouraged to present models and frameworks that optimize portfolio construction using these strategies.
This track invites contributions that utilize quantitative methods to enhance investment research and analysis. Papers should demonstrate the application of statistical techniques and data analytics in evaluating investment strategies.
This session examines global market trends influencing the adoption and performance of smart beta investments. Researchers are encouraged to explore regional variations and their implications for investment strategies.
This track investigates the integration of smart beta strategies within wealth management practices. Contributions should focus on case studies and frameworks that illustrate effective implementation in client portfolios.
This session explores the intersection of alternative investments and factor-based approaches. Papers should discuss how these strategies can enhance diversification and risk-adjusted returns in alternative asset classes.
This track focuses on strategic investing methodologies within capital markets, emphasizing the role of smart beta and factor-based strategies. Researchers are invited to present insights on market timing, asset selection, and tactical allocation.
This session aims to develop and refine performance metrics specifically tailored for evaluating investment strategies. Contributions should address the challenges of measuring success in smart beta and factor-based investments.
This track examines diversification strategies that enhance the risk-return profile of factor-based investments. Researchers are encouraged to present innovative approaches to achieving optimal diversification across asset classes.