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EDHEC-Risk Executive Education

CFA Institute / EDHEC Advances in Asset Allocation Seminar

12-14 May, 2009 - The Grand Hyatt, New York

Together with CFA Institute, the EDHEC Risk and Asset Management Research Centre has introduced seminars that take stock of the latest industry trends and research advances and clarify the distinction between true innovation and mere marketing claims.

The Advances in Asset Allocation seminar is an intensive three-day course which will provide participants with an in-depth appreciation of the concepts and techniques that will shape the future of investment management as well as equip them with practical tools to improve asset allocation processes, implement novel investment management approaches, and develop new products.

Presented in a highly accessible manner by a team of instructors with established reputations for bringing together academic expertise and industry experience, the seminar balances exploration of new models and approaches with applications and case studies.

Course Contents:

The CFA Institute / EDHEC Advances in Asset Allocation Seminar:

  • Addresses estimation issues and model shortcomings to optimise portfolio construction in a world that does not conform to the tenets of modern portfolio theory.

  • Explores enhanced index construction, optimal benchmarks and efficient indices; imparts research-based insights into the performance of fundamental index®* strategies.

  • Discusses the latest advances in asset-liability management and looks at the potential of alternative investments as diversification, substitution, and inflation-hedging vehicles; introduces new cost-efficient forms of inflation-hedging portfolios.

  • Looks at the benefits of alpha-beta separation and explores optimal risk budgeting techniques in the context of core-satellite investing.

  • Examines dynamic risk management techniques and presents a framework for blending active management and risk control that allows for the development of new asset management and liability-driven investment solutions.

*Fundamental Index® is a trade mark of Research Affiliates, LLC

Seminar Instructor:

  • Lionel Martellini, PhD, Professor of Finance at EDHEC Business School, and Scientific Director of the EDHEC Risk and Asset Management Research Centre.

    Key Learning Benefits:

    The seminar will enable participants to:

    • Bridge the gap between modern portfolio theory and practical portfolio construction to build stable models.

    • Understand enhanced index and optimal benchmark construction.

    • Understand state-of-the-art asset-liability management (ALM) and LDI, examine the role of alternative assets in ALM, and design new forms of inflation-hedging portfolios.

    • Use dynamic beta management, risk budgeting and dynamic core-satellite allocation to refine the investment management and risk management processes and design new investment solutions.

    Who Should Attend:

    • The programme is intended for investment management professionals who advise on or participate in the design and implementation of asset allocation policies and portfolio models, and for sell-side practitioners who develop new asset management and ALM solutions for investors.

    • The 2008 editions of the seminar attracted a large cross-section of buy- and sell-side institutions from twenty-three countries worldwide. Global giants, national champions, and small boutiques were represented by their senior officers and investment specialists.

    CFA Institute Continuing Education Programme:

    EDHEC Asset Management Education is registered with CFA Institute as an Approved Provider of the Continuing Education Programme. This seminar qualifies for 20 CE credits under the guidelines of the CFA Institute Continuing Education Programme. Please see www.cfainstitute.org/ceprogram for more information.

    CFA Institute / EDHEC Advances in Asset Allocation Seminar: